+129.4%
LITE vs SPMO
+9.2%
+120.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.4% | +6.3% | +0.8% |
| 7D | -12.9% | -1.9% | -11.0% | -7.3% |
| 30D | -46.0% | -14.1% | -31.9% | -21.7% |
| 3M | -33.0% | -13.1% | -19.9% | -3.4% |
| 6M | -34.0% | -9.4% | -24.6% | -11.0% |
| YTD | +61.7% | +9.5% | +52.2% | +39.2% |
| All | +129.4% | +9.2% | +120.2% | +115.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling