+901.5%
LITE vs SPMO
+147.4%
+754.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +1.4% |
| 7D | -1.5% | +2.0% | -3.5% | -4.6% |
| 30D | +6.7% | -0.4% | +7.0% | +8.4% |
| 3M | -6.8% | -1.9% | -4.9% | -0.4% |
| 6M | +29.4% | +25.0% | +4.4% | -4.4% |
| YTD | +139.1% | +26.0% | +113.1% | +74.0% |
| 1Y | +521.0% | +28.7% | +492.3% | +350.7% |
| 3Y | +1,535.3% | +160.9% | +1,374.4% | +464.1% |
| All | +901.5% | +147.4% | +754.1% | +258.3% |
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