+5,083.9%
LITE vs SPG
+99.0%
+4,984.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.3% |
| 7D | -1.5% | -2.4% | +0.9% | -0.8% |
| 30D | +6.7% | -6.8% | +13.5% | +9.1% |
| 3M | -6.8% | +2.7% | -9.4% | -8.5% |
| 6M | +29.4% | +5.5% | +24.0% | +25.8% |
| YTD | +139.1% | +15.7% | +123.4% | +124.8% |
| 1Y | +521.0% | +20.9% | +500.1% | +473.9% |
| 3Y | +1,535.3% | +112.4% | +1,422.9% | +1,178.9% |
| 5Y | +889.8% | +101.4% | +788.5% | +679.7% |
| 10Y | +2,400.7% | +60.6% | +2,340.1% | +1,917.6% |
| All | +5,083.9% | +99.0% | +4,984.8% | +3,582.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling