+3,551.5%
LITE vs SPMO
+459.7%
+3,091.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +3.5% |
| 7D | -35.9% | -8.7% | -27.2% | -25.8% |
| 30D | -51.5% | -18.7% | -32.8% | -33.5% |
| 3M | -35.7% | -16.4% | -19.3% | -13.9% |
| 6M | -43.0% | -11.9% | -31.1% | -26.5% |
| YTD | +46.1% | +4.9% | +41.2% | +52.6% |
| 1Y | +124.7% | +6.2% | +118.5% | +134.9% |
| 3Y | +1,172.1% | +115.1% | +1,056.9% | +564.1% |
| 5Y | +477.0% | +102.2% | +374.8% | +221.0% |
| 10Y | +1,465.7% | +422.3% | +1,043.3% | +306.5% |
| All | +3,551.5% | +459.7% | +3,091.8% | +854.4% |
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 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