+490.8%
LITE vs SPMO
+101.1%
+389.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +2.9% |
| 7D | -35.9% | -8.7% | -27.2% | -23.2% |
| 30D | -51.5% | -18.7% | -32.8% | -28.3% |
| 3M | -35.7% | -16.4% | -19.3% | -7.8% |
| 6M | -43.0% | -11.9% | -31.1% | -22.8% |
| YTD | +46.1% | +4.9% | +41.2% | +51.4% |
| 1Y | +124.7% | +6.2% | +118.5% | +132.8% |
| 3Y | +1,172.1% | +115.1% | +1,056.9% | +523.2% |
| All | +490.8% | +101.1% | +389.7% | +206.4% |
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