+521.0%
LITE vs NXT
+26.2%
+494.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.8% | +3.4% |
| 7D | -1.5% | -1.1% | -0.4% | -1.1% |
| 30D | +6.7% | -15.3% | +22.0% | +16.2% |
| 3M | -6.8% | -43.8% | +37.0% | +24.3% |
| 6M | +29.4% | -18.7% | +48.1% | +38.1% |
| YTD | +139.1% | -3.0% | +142.1% | +117.9% |
| 1Y | +521.0% | +22.7% | +498.3% | +480.4% |
| All | +521.0% | +26.2% | +494.8% | +480.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 1y: compounded portfolio wealth divided by compounded NXT 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…
1y analysis · Full analysis span regression · 6 months rolling