+48.2%
LIT vs SPY
+17.2%
+31.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -1.7% |
| 7D | -3.6% | -2.0% | -1.6% | -0.5% |
| 30D | -3.1% | -1.7% | -1.5% | -0.6% |
| 3M | -5.8% | +4.7% | -10.5% | -12.3% |
| 6M | +0.1% | +12.5% | -12.4% | -14.9% |
| YTD | +11.2% | +11.7% | -0.5% | -4.4% |
| 1Y | +48.2% | +17.5% | +30.7% | +19.0% |
| All | +48.2% | +17.2% | +31.0% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling