-26.0%
NOW vs LITE
+468.9%
-494.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -18.7% | +12.7% | -4.0% |
| 7D | -6.7% | -44.6% | +37.9% | -1.2% |
| 30D | -25.8% | -55.0% | +29.2% | -20.0% |
| 3M | -12.7% | -38.3% | +25.6% | -10.2% |
| 6M | +11.2% | -48.8% | +60.0% | +15.1% |
| YTD | -33.2% | +38.3% | -71.5% | -46.5% |
| 1Y | -41.8% | +119.0% | -160.8% | -59.8% |
| 3Y | -15.7% | +1,092.0% | -1,107.7% | -71.3% |
| 5Y | -26.0% | +446.1% | -472.1% | -62.7% |
| All | -26.0% | +468.9% | -494.9% | -62.7% |
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