+3,941.8%
LITE vs SPMO
+484.3%
+3,457.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.4% | +6.3% | +4.6% |
| 7D | -12.9% | -1.9% | -11.0% | -9.0% |
| 30D | -46.0% | -14.1% | -31.9% | -31.2% |
| 3M | -33.0% | -13.1% | -19.9% | -14.8% |
| 6M | -34.0% | -9.4% | -24.6% | -18.1% |
| YTD | +61.7% | +9.5% | +52.2% | +59.6% |
| 1Y | +148.3% | +10.5% | +137.8% | +146.2% |
| 3Y | +1,408.5% | +124.4% | +1,284.1% | +644.2% |
| 5Y | +546.2% | +110.5% | +435.7% | +240.7% |
| 10Y | +1,533.3% | +450.3% | +1,083.0% | +299.1% |
| All | +3,941.8% | +484.3% | +3,457.4% | +898.0% |
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