+580.4%
LITE vs NVTS
-48.0%
+628.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.1% | +1.5% | -2.9% |
| 7D | +22.6% | +21.6% | +0.9% | +19.3% |
| 30D | -36.8% | -8.5% | -28.3% | -35.7% |
| 3M | -33.0% | -31.4% | -1.6% | -29.0% |
| 6M | -37.1% | -50.3% | +13.3% | -31.6% |
| YTD | +69.5% | +33.9% | +35.6% | +61.2% |
| 1Y | +146.1% | +10.6% | +135.5% | +139.3% |
| 3Y | +1,440.8% | +52.7% | +1,388.1% | +1,196.9% |
| 5Y | +580.4% | -48.5% | +628.9% | +459.1% |
| All | +580.4% | -48.0% | +628.5% | +459.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling