+1,493.1%
LITE vs NVO
+220.4%
+1,272.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.4% | -6.9% | -4.9% |
| 7D | +10.8% | +3.3% | +7.5% | +10.2% |
| 30D | -33.4% | +9.2% | -42.6% | -34.5% |
| 3M | -32.2% | -9.8% | -22.5% | -31.2% |
| 6M | -42.1% | -10.4% | -31.7% | -41.8% |
| YTD | +61.9% | -14.1% | +76.0% | +59.7% |
| 1Y | +163.0% | -11.1% | +174.1% | +156.5% |
| 3Y | +1,358.0% | -54.9% | +1,413.0% | +1,551.3% |
| 5Y | +549.9% | -17.4% | +567.4% | +470.2% |
| All | +1,493.1% | +220.4% | +1,272.7% | +828.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NVO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling