+124.7%
LITE vs NXT
-5.9%
+130.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.3% | +0.3% | +3.4% |
| 7D | -35.9% | +32.2% | -68.2% | -44.5% |
| 30D | -51.5% | +21.9% | -73.5% | -56.0% |
| 3M | -35.7% | +6.6% | -42.3% | -37.9% |
| 6M | -43.0% | -16.8% | -26.2% | -39.1% |
| YTD | +46.1% | +20.4% | +25.7% | +17.3% |
| 1Y | +124.7% | -1.5% | +126.2% | +114.9% |
| All | +124.7% | -5.9% | +130.6% | +114.9% |
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