+791.7%
LITE vs SPOT
+263.5%
+528.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.9% | +7.5% | +6.2% |
| 7D | -35.9% | +1.6% | -37.5% | -36.3% |
| 30D | -51.5% | +17.6% | -69.1% | -54.2% |
| 3M | -35.7% | +26.9% | -62.7% | -41.6% |
| 6M | -43.0% | +41.8% | -84.8% | -50.7% |
| YTD | +46.1% | +3.8% | +42.3% | +35.9% |
| 1Y | +124.7% | -2.5% | +127.2% | +114.0% |
| 3Y | +1,172.1% | +260.6% | +911.5% | +656.0% |
| 5Y | +477.0% | +108.6% | +368.4% | +288.7% |
| All | +791.7% | +263.5% | +528.2% | +274.8% |
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