-22.5%
NOW vs LITE
+630.9%
-653.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.9% | +7.5% | +0.5% |
| 7D | -27.5% | -31.4% | +3.9% | -24.9% |
| 30D | -20.0% | -42.6% | +22.5% | -15.9% |
| 3M | -7.9% | -26.2% | +18.3% | -6.9% |
| 6M | +18.3% | -35.8% | +54.1% | +19.6% |
| YTD | -29.0% | +70.0% | -99.0% | -44.2% |
| 1Y | -38.7% | +232.7% | -271.4% | -61.2% |
| 3Y | -10.3% | +1,365.7% | -1,376.1% | -69.9% |
| 5Y | -22.5% | +609.5% | -631.9% | -61.5% |
| All | -22.5% | +630.9% | -653.4% | -61.5% |
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