-16.0%
NOW vs LITE
+1,099.6%
-1,115.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -18.7% | +12.7% | -5.4% |
| 7D | -6.7% | -44.6% | +37.9% | -5.3% |
| 30D | -25.8% | -55.0% | +29.2% | -24.3% |
| 3M | -12.7% | -38.3% | +25.6% | -12.2% |
| 6M | +11.2% | -48.8% | +60.0% | +12.7% |
| YTD | -33.2% | +38.3% | -71.5% | -41.8% |
| 1Y | -41.8% | +119.0% | -160.8% | -54.1% |
| All | -16.0% | +1,099.6% | -1,115.6% | -56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling