+673.5%
NBIS vs LITE
+895.3%
-221.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | +10.7% | +4.8% | +8.9% |
| 7D | +9.3% | +3.4% | +5.9% | +7.6% |
| 30D | -26.4% | -34.9% | +8.5% | -5.0% |
| 3M | -19.9% | -21.0% | +1.1% | -8.3% |
| 6M | -16.9% | -38.5% | +21.6% | +7.8% |
| YTD | +84.8% | +75.8% | +9.0% | +16.2% |
| 1Y | +51.3% | +156.7% | -105.4% | -28.8% |
| All | +673.5% | +895.3% | -221.9% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LITE.
Daily Out/Under-Performance
Portfolio return minus LITE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LITE 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 LITE 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