+127.7%
LIT vs SPY
+814.0%
-686.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -1.8% |
| 7D | -0.2% | -0.6% | +0.4% | +0.4% |
| 30D | -14.0% | -3.7% | -10.3% | -10.3% |
| 3M | -19.7% | -2.7% | -17.0% | -17.2% |
| 6M | -33.2% | +2.2% | -35.4% | -34.6% |
| YTD | -7.1% | +10.8% | -18.0% | -16.8% |
| 1Y | -3.1% | +11.2% | -14.3% | -13.7% |
| 3Y | +29.8% | +76.5% | -46.7% | -32.3% |
| 5Y | -32.4% | +72.9% | -105.4% | -63.9% |
| 10Y | +194.1% | +304.8% | -110.7% | -42.6% |
| All | +127.7% | +814.0% | -686.3% | -84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling