+1,664.7%
LITE vs NVT
+732.7%
+932.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +4.2% | +6.8% | +8.0% |
| 7D | +12.6% | +10.4% | +2.2% | +5.1% |
| 30D | +9.9% | -1.3% | +11.2% | +11.8% |
| 3M | +9.3% | -0.6% | +9.9% | +12.2% |
| 6M | +75.2% | +53.8% | +21.5% | +35.8% |
| YTD | +165.5% | +60.2% | +105.3% | +101.6% |
| 1Y | +555.0% | +76.8% | +478.2% | +376.4% |
| 3Y | +1,870.5% | +191.2% | +1,679.2% | +972.5% |
| 5Y | +1,009.8% | +430.9% | +578.9% | +332.5% |
| All | +1,664.7% | +732.7% | +932.0% | +457.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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