+932.3%
LITE vs NVTS
-15.6%
+947.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.3% | -2.3% | +3.2% |
| 7D | -1.5% | +2.7% | -4.2% | -1.9% |
| 30D | +6.7% | -4.5% | +11.1% | +7.6% |
| 3M | -6.8% | -61.5% | +54.8% | +4.7% |
| 6M | +29.4% | +28.0% | +1.5% | +23.9% |
| YTD | +139.1% | +65.3% | +73.8% | +119.9% |
| 1Y | +521.0% | +113.0% | +408.0% | +447.0% |
| 3Y | +1,535.3% | +34.7% | +1,500.6% | +1,304.8% |
| All | +932.3% | -15.6% | +947.9% | +729.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling