+125.6%
LIT vs SPY
+822.8%
-697.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.3% |
| 7D | -1.2% | +3.3% | -4.5% | -4.8% |
| 30D | -12.2% | -2.7% | -9.5% | -9.4% |
| 3M | -21.0% | -1.7% | -19.2% | -19.4% |
| 6M | -33.3% | +3.1% | -36.4% | -35.4% |
| YTD | -8.0% | +11.9% | -19.9% | -18.5% |
| 1Y | -4.0% | +12.0% | -15.9% | -15.1% |
| 3Y | +28.6% | +78.2% | -49.6% | -33.6% |
| 5Y | -35.3% | +73.2% | -108.6% | -65.5% |
| 10Y | +193.6% | +309.6% | -116.0% | -43.5% |
| All | +125.6% | +822.8% | -697.2% | -84.7% |
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