+562.5%
LITE vs SPMO
+114.1%
+448.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -1.7% |
| 7D | +10.8% | +6.3% | +4.4% | +0.2% |
| 30D | -33.4% | -8.9% | -24.6% | -18.8% |
| 3M | -32.2% | -13.2% | -19.0% | -8.7% |
| 6M | -42.1% | -9.3% | -32.8% | -25.6% |
| YTD | +61.9% | +11.6% | +50.3% | +51.6% |
| 1Y | +163.0% | +13.4% | +149.6% | +143.7% |
| 3Y | +1,358.0% | +122.9% | +1,235.1% | +562.3% |
| All | +562.5% | +114.1% | +448.4% | +210.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling