+5,874.6%
LITE vs SPMO
+572.4%
+5,302.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +1.9% |
| 7D | -1.5% | +2.0% | -3.5% | -4.0% |
| 30D | +6.7% | -0.4% | +7.0% | +8.2% |
| 3M | -6.8% | -1.9% | -4.9% | -0.9% |
| 6M | +29.4% | +25.0% | +4.4% | +2.3% |
| YTD | +139.1% | +26.0% | +113.1% | +87.0% |
| 1Y | +521.0% | +28.7% | +492.3% | +385.1% |
| 3Y | +1,535.3% | +160.9% | +1,374.4% | +534.1% |
| 5Y | +889.8% | +147.9% | +741.9% | +303.4% |
| 10Y | +2,400.7% | +518.9% | +1,881.8% | +389.1% |
| All | +5,874.6% | +572.4% | +5,302.2% | +1,069.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling