+146.1%
LITE vs NXT
-11.1%
+157.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.9% | +3.3% | -0.6% |
| 7D | +22.6% | -6.0% | +28.6% | +25.9% |
| 30D | -36.8% | +5.4% | -42.2% | -38.8% |
| 3M | -33.0% | -9.7% | -23.3% | -30.2% |
| 6M | -37.1% | -25.3% | -11.7% | -29.6% |
| YTD | +69.5% | +7.5% | +62.0% | +39.5% |
| 1Y | +146.1% | -3.0% | +149.1% | +124.7% |
| All | +146.1% | -11.1% | +157.2% | +124.7% |
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