+1,489.3%
LITE vs NVT
+699.2%
+790.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.4% | +2.1% |
| 7D | -1.5% | +5.1% | -6.6% | -5.0% |
| 30D | +6.7% | -3.7% | +10.4% | +10.3% |
| 3M | -6.8% | -10.1% | +3.4% | +2.7% |
| 6M | +29.4% | +37.5% | -8.0% | +8.5% |
| YTD | +139.1% | +53.7% | +85.4% | +86.7% |
| 1Y | +521.0% | +70.9% | +450.1% | +362.4% |
| 3Y | +1,535.3% | +180.4% | +1,354.9% | +812.5% |
| 5Y | +889.8% | +393.5% | +496.4% | +302.9% |
| All | +1,489.3% | +699.2% | +790.0% | +415.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling