+490.8%
LITE vs NVT
+201.4%
+289.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.0% | -2.3% | -1.7% |
| 7D | -35.9% | -15.7% | -20.3% | -24.8% |
| 30D | -51.5% | -36.6% | -14.9% | -25.7% |
| 3M | -35.7% | -34.8% | -0.9% | -3.2% |
| 6M | -43.0% | -38.2% | -4.7% | -8.4% |
| YTD | +46.1% | +4.8% | +41.3% | +51.9% |
| 1Y | +124.7% | -2.8% | +127.5% | +151.4% |
| 3Y | +1,172.1% | +119.5% | +1,052.5% | +696.2% |
| All | +490.8% | +201.4% | +289.4% | +184.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling