+1,630.5%
LITE vs SPMO
+469.5%
+1,161.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.7% | +7.0% | +5.4% |
| 7D | +3.4% | +1.8% | +1.6% | +2.7% |
| 30D | -34.9% | -10.0% | -24.9% | -21.8% |
| 3M | -21.0% | -9.4% | -11.7% | -4.6% |
| 6M | -38.5% | -7.7% | -30.8% | -25.4% |
| YTD | +75.8% | +13.3% | +62.5% | +65.4% |
| 1Y | +156.7% | +12.7% | +144.0% | +146.8% |
| 3Y | +1,498.6% | +127.5% | +1,371.1% | +654.5% |
| 5Y | +610.9% | +119.7% | +491.2% | +248.2% |
| All | +1,630.5% | +469.5% | +1,161.0% | +294.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling