+887.8%
LITE vs SPOT
+269.3%
+618.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.4% | -6.8% | -5.1% |
| 7D | +10.8% | +1.6% | +9.2% | +10.3% |
| 30D | -33.4% | +16.9% | -50.4% | -37.0% |
| 3M | -32.2% | +23.0% | -55.2% | -37.6% |
| 6M | -42.1% | +42.2% | -84.3% | -49.9% |
| YTD | +61.9% | +5.5% | +56.4% | +49.9% |
| 1Y | +163.0% | -5.1% | +168.1% | +153.3% |
| 3Y | +1,358.0% | +257.9% | +1,100.1% | +769.8% |
| 5Y | +549.9% | +118.4% | +431.6% | +331.5% |
| All | +887.8% | +269.3% | +618.5% | +313.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 10y: compounded portfolio wealth divided by compounded SPOT 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…
10y analysis · Full analysis span regression · 6 months rolling