+1,402.3%
LITE vs SPG
+109.7%
+1,292.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +4.8% | +5.4% |
| 7D | -35.9% | +4.9% | -40.8% | -37.0% |
| 30D | -51.5% | +15.6% | -67.1% | -54.0% |
| 3M | -35.7% | +4.1% | -39.8% | -36.9% |
| 6M | -43.0% | +13.6% | -56.5% | -46.2% |
| YTD | +46.1% | +27.5% | +18.6% | +32.4% |
| 1Y | +124.7% | +32.2% | +92.5% | +101.2% |
| 3Y | +1,172.1% | +126.0% | +1,046.1% | +868.6% |
| 5Y | +477.0% | +74.7% | +402.3% | +365.3% |
| All | +1,402.3% | +109.7% | +1,292.6% | +1,026.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling