+29.4%
LITE vs NVTS
+28.8%
+0.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.3% | -2.3% | +1.8% |
| 7D | -1.5% | +2.7% | -4.2% | -2.4% |
| 30D | +6.7% | -4.5% | +11.1% | +9.1% |
| 3M | -6.8% | -61.5% | +54.8% | +17.2% |
| 6M | +29.4% | +28.0% | +1.5% | +9.0% |
| All | +29.4% | +28.8% | +0.6% | +9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling