+201.7%
LIT vs SPY
+311.8%
-110.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +0.4% |
| 7D | -1.3% | -0.9% | -0.4% | -0.4% |
| 30D | -10.7% | -2.4% | -8.3% | -8.4% |
| 3M | -17.6% | -1.2% | -16.4% | -16.6% |
| 6M | -33.1% | +3.3% | -36.4% | -35.2% |
| YTD | -5.4% | +12.3% | -17.7% | -16.1% |
| 1Y | -0.5% | +12.4% | -12.9% | -11.9% |
| 3Y | +32.2% | +78.8% | -46.6% | -29.9% |
| 5Y | -33.6% | +75.2% | -108.7% | -63.8% |
| 10Y | +201.7% | +311.1% | -109.4% | -34.8% |
| All | +201.7% | +311.8% | -110.0% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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