+585.9%
LITE vs NVTS
-32.9%
+618.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.5% |
| 7D | -13.9% | +9.6% | -23.5% | -14.9% |
| 30D | -46.9% | -13.0% | -33.9% | -45.6% |
| 3M | -28.0% | -28.8% | +0.8% | -24.1% |
| 6M | -35.2% | -48.5% | +13.3% | -29.9% |
| YTD | +58.9% | +31.4% | +27.5% | +51.4% |
| 1Y | +125.3% | -2.3% | +127.6% | +121.8% |
| 3Y | +1,344.4% | +49.8% | +1,294.6% | +1,117.0% |
| 5Y | +541.2% | -43.2% | +584.3% | +439.3% |
| All | +585.9% | -32.9% | +618.8% | +471.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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