+446.1%
LITE vs SPG
+75.4%
+370.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.9% | -17.8% | -18.2% |
| 7D | -44.6% | +5.0% | -49.6% | -46.2% |
| 30D | -55.0% | +12.3% | -67.3% | -58.2% |
| 3M | -38.3% | +1.9% | -40.2% | -39.4% |
| 6M | -48.8% | +14.4% | -63.2% | -54.2% |
| YTD | +38.3% | +26.5% | +11.8% | +15.3% |
| 1Y | +119.0% | +30.7% | +88.3% | +78.7% |
| 3Y | +1,092.0% | +122.6% | +969.4% | +603.3% |
| 5Y | +446.1% | +73.3% | +372.8% | +242.1% |
| All | +446.1% | +75.4% | +370.6% | +242.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling