-38.3%
LITE vs NXT
+2.4%
-40.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -6.7% | -12.0% | -18.1% |
| 7D | -44.6% | +24.7% | -69.3% | -44.4% |
| 30D | -55.0% | +13.0% | -68.1% | -52.5% |
| 3M | -38.3% | -0.2% | -38.1% | -29.8% |
| All | -38.3% | +2.4% | -40.7% | -29.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling