+1,618.0%
LITE vs NVO
+209.1%
+1,409.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.7% | +8.0% | +10.2% |
| 7D | -12.9% | +2.3% | -15.2% | -13.1% |
| 30D | -46.0% | +7.1% | -53.1% | -46.7% |
| 3M | -33.0% | -11.3% | -21.7% | -31.9% |
| 6M | -34.0% | -9.0% | -25.0% | -34.0% |
| YTD | +61.7% | -14.6% | +76.4% | +59.7% |
| 1Y | +148.3% | -4.9% | +153.2% | +137.4% |
| 3Y | +1,408.5% | -54.9% | +1,463.4% | +1,605.4% |
| 5Y | +546.2% | -18.7% | +564.9% | +470.5% |
| All | +1,618.0% | +209.1% | +1,409.0% | +929.8% |
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