+1,103.8%
LITE vs NXT
+167.3%
+936.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -6.7% | -12.0% | -16.5% |
| 7D | -44.6% | +24.7% | -69.3% | -49.3% |
| 30D | -55.0% | +13.0% | -68.1% | -57.3% |
| 3M | -38.3% | -0.2% | -38.1% | -39.1% |
| 6M | -48.8% | -19.3% | -29.5% | -46.2% |
| YTD | +38.3% | +14.3% | +24.0% | +29.4% |
| 1Y | +119.0% | -11.0% | +130.0% | +119.8% |
| All | +1,103.8% | +167.3% | +936.5% | +754.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling