+124.7%
LITE vs SPG
+31.7%
+93.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +4.8% | +6.1% |
| 7D | -35.9% | +4.9% | -40.8% | -33.9% |
| 30D | -51.5% | +15.6% | -67.1% | -47.7% |
| 3M | -35.7% | +4.1% | -39.8% | -33.0% |
| 6M | -43.0% | +13.6% | -56.5% | -41.6% |
| YTD | +46.1% | +27.5% | +18.6% | +47.5% |
| 1Y | +124.7% | +32.2% | +92.5% | +124.4% |
| All | +124.7% | +31.7% | +93.1% | +124.4% |
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 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