+1,068.7%
LITE vs NVT
+498.9%
+569.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.8% | +6.9% | +7.8% |
| 7D | +3.4% | +3.5% | -0.1% | +2.0% |
| 30D | -34.9% | -28.2% | -6.7% | -15.9% |
| 3M | -21.0% | -30.1% | +9.0% | +5.1% |
| 6M | -38.5% | -32.5% | -6.0% | -14.7% |
| YTD | +75.8% | +15.2% | +60.6% | +73.0% |
| 1Y | +156.7% | +7.2% | +149.5% | +167.5% |
| 3Y | +1,498.6% | +134.2% | +1,364.4% | +966.3% |
| 5Y | +610.9% | +238.3% | +372.6% | +282.6% |
| All | +1,068.7% | +498.9% | +569.8% | +377.9% |
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