+553.8%
NOW vs LITE
+1,668.0%
-1,114.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.9% | +7.5% | +1.0% |
| 7D | -27.5% | -31.4% | +3.9% | -23.0% |
| 30D | -20.0% | -42.6% | +22.5% | -13.0% |
| 3M | -7.9% | -26.2% | +18.3% | -6.0% |
| 6M | +18.3% | -35.8% | +54.1% | +19.9% |
| YTD | -29.0% | +70.0% | -99.0% | -46.7% |
| 1Y | -38.7% | +232.7% | -271.4% | -63.3% |
| 3Y | -10.3% | +1,365.7% | -1,376.1% | -69.3% |
| 5Y | -22.5% | +609.5% | -631.9% | -67.1% |
| 10Y | +553.8% | +1,721.9% | -1,168.1% | +95.9% |
| All | +553.8% | +1,668.0% | -1,114.2% | +95.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling