+546.2%
LITE vs SPG
+81.6%
+464.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.0% | +8.7% | +9.6% |
| 7D | -12.9% | +5.1% | -18.0% | -15.2% |
| 30D | -46.0% | +16.8% | -62.8% | -50.8% |
| 3M | -33.0% | +5.7% | -38.7% | -35.5% |
| 6M | -34.0% | +17.8% | -51.8% | -41.9% |
| YTD | +61.7% | +30.1% | +31.6% | +33.0% |
| 1Y | +148.3% | +32.8% | +115.5% | +101.5% |
| 3Y | +1,408.5% | +137.2% | +1,271.3% | +760.6% |
| 5Y | +546.2% | +81.5% | +464.7% | +300.5% |
| All | +546.2% | +81.6% | +464.5% | +300.5% |
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