+976.0%
LITE vs NVT
+488.5%
+487.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.0% |
| 7D | +10.8% | +8.0% | +2.8% | +5.1% |
| 30D | -33.4% | -24.8% | -8.7% | -16.9% |
| 3M | -32.2% | -32.4% | +0.2% | -7.7% |
| 6M | -42.1% | -33.5% | -8.6% | -18.8% |
| YTD | +61.9% | +13.2% | +48.7% | +61.4% |
| 1Y | +163.0% | +9.0% | +154.0% | +171.3% |
| 3Y | +1,358.0% | +129.4% | +1,228.6% | +887.4% |
| 5Y | +549.9% | +230.1% | +319.8% | +255.8% |
| All | +976.0% | +488.5% | +487.5% | +346.0% |
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