+250.0%
LIT vs SPY
+312.5%
-62.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.5% |
| 7D | -0.7% | -0.4% | -0.3% | -0.3% |
| 30D | -1.3% | -1.4% | +0.1% | +0.2% |
| 3M | -5.8% | +3.7% | -9.5% | -9.2% |
| 6M | +3.7% | +13.0% | -9.3% | -8.7% |
| YTD | +14.2% | +12.4% | +1.8% | +1.3% |
| 1Y | +49.5% | +18.5% | +31.0% | +25.5% |
| 3Y | +32.6% | +77.6% | -45.1% | -29.0% |
| 5Y | -9.3% | +81.7% | -91.0% | -52.5% |
| 10Y | +250.0% | +319.7% | -69.7% | -24.3% |
| All | +250.0% | +312.5% | -62.5% | -24.3% |
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