+562.5%
LITE vs NVT
+226.5%
+335.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -3.8% |
| 7D | +10.8% | +8.0% | +2.8% | +3.7% |
| 30D | -33.4% | -24.8% | -8.7% | -12.8% |
| 3M | -32.2% | -32.4% | +0.2% | -1.3% |
| 6M | -42.1% | -33.5% | -8.6% | -13.1% |
| YTD | +61.9% | +13.2% | +48.7% | +57.4% |
| 1Y | +163.0% | +9.0% | +154.0% | +166.4% |
| 3Y | +1,358.0% | +129.4% | +1,228.6% | +767.5% |
| All | +562.5% | +226.5% | +335.9% | +199.1% |
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