+2,502.5%
LITE vs SPMO
+517.5%
+1,985.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.5% | +10.5% | +10.4% |
| 7D | +12.6% | +3.4% | +9.2% | +7.7% |
| 30D | +9.9% | +0.5% | +9.4% | +10.2% |
| 3M | +9.3% | +1.9% | +7.4% | +10.4% |
| 6M | +75.2% | +27.8% | +47.4% | +33.7% |
| YTD | +165.5% | +26.7% | +138.8% | +105.2% |
| 1Y | +555.0% | +28.9% | +526.1% | +407.7% |
| 3Y | +1,870.5% | +160.7% | +1,709.8% | +647.7% |
| 5Y | +1,009.8% | +150.2% | +859.6% | +338.2% |
| 10Y | +2,502.5% | +517.5% | +1,985.0% | +385.7% |
| All | +2,502.5% | +517.5% | +1,985.0% | +385.7% |
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