+5,083.9%
LITE vs NVO
+108.1%
+4,975.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +4.4% |
| 7D | -1.5% | +2.2% | -3.7% | -2.0% |
| 30D | +6.7% | +6.0% | +0.7% | +5.2% |
| 3M | -6.8% | +7.9% | -14.6% | -9.4% |
| 6M | +29.4% | +27.1% | +2.4% | +20.9% |
| YTD | +139.1% | -3.8% | +142.9% | +131.9% |
| 1Y | +521.0% | -12.8% | +533.8% | +516.5% |
| 3Y | +1,535.3% | -46.3% | +1,581.6% | +1,675.1% |
| 5Y | +889.8% | +3.6% | +886.3% | +734.6% |
| 10Y | +2,400.7% | +157.0% | +2,243.7% | +1,433.4% |
| All | +5,083.9% | +108.1% | +4,975.8% | +3,411.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling