+1,358.0%
LITE vs SPG
+135.6%
+1,222.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.3% |
| 7D | +10.8% | +2.0% | +8.8% | +9.8% |
| 30D | -33.4% | +17.2% | -50.7% | -39.2% |
| 3M | -32.2% | +6.3% | -38.6% | -34.7% |
| 6M | -42.1% | +18.7% | -60.8% | -49.6% |
| YTD | +61.9% | +30.1% | +31.8% | +30.2% |
| 1Y | +163.0% | +32.8% | +130.2% | +108.1% |
| 3Y | +1,358.0% | +133.6% | +1,224.4% | +541.2% |
| All | +1,358.0% | +135.6% | +1,222.5% | +541.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling