+887.0%
LITE vs SPOT
+267.1%
+619.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.0% | +9.7% | +10.4% |
| 7D | -12.9% | +2.5% | -15.4% | -13.5% |
| 30D | -46.0% | +15.1% | -61.1% | -48.6% |
| 3M | -33.0% | +24.8% | -57.8% | -38.8% |
| 6M | -34.0% | +45.8% | -79.8% | -43.4% |
| YTD | +61.7% | +4.9% | +56.9% | +50.1% |
| 1Y | +148.3% | -1.3% | +149.6% | +135.7% |
| 3Y | +1,408.5% | +257.7% | +1,150.8% | +799.8% |
| 5Y | +546.2% | +118.5% | +427.7% | +328.6% |
| All | +887.0% | +267.1% | +619.9% | +313.8% |
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