+232.7%
LITE vs NXT
+10.5%
+222.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +11.1% | -19.0% | -12.7% |
| 7D | -31.4% | +30.0% | -61.4% | -41.1% |
| 30D | -42.6% | +28.6% | -71.2% | -50.2% |
| 3M | -26.2% | +8.4% | -34.6% | -30.2% |
| 6M | -35.8% | -8.7% | -27.0% | -35.5% |
| YTD | +70.0% | +22.5% | +47.6% | +26.0% |
| 1Y | +232.7% | +6.9% | +225.8% | +187.0% |
| All | +232.7% | +10.5% | +222.3% | +187.0% |
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