+232.7%
LITE vs SPG
+34.3%
+198.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.9% | -10.7% | -5.9% |
| 7D | -31.4% | +8.2% | -39.6% | -27.7% |
| 30D | -42.6% | +13.5% | -56.0% | -37.8% |
| 3M | -26.2% | +2.2% | -28.5% | -23.3% |
| 6M | -35.8% | +15.9% | -51.7% | -33.9% |
| YTD | +70.0% | +27.6% | +42.5% | +79.0% |
| 1Y | +232.7% | +30.9% | +201.8% | +255.1% |
| All | +232.7% | +34.3% | +198.5% | +255.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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