+974.7%
LITE vs NXT
+231.9%
+742.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.8% | +9.9% | +10.4% |
| 7D | +3.4% | -5.7% | +9.1% | +5.7% |
| 30D | -34.9% | +18.5% | -53.4% | -39.0% |
| 3M | -21.0% | -4.1% | -16.9% | -21.0% |
| 6M | -38.5% | -20.3% | -18.1% | -35.4% |
| YTD | +75.8% | +15.5% | +60.3% | +64.9% |
| 1Y | +156.7% | -5.0% | +161.6% | +153.7% |
| 3Y | +1,498.6% | +191.6% | +1,306.9% | +1,084.8% |
| All | +974.7% | +231.9% | +742.9% | +671.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling