+490.8%
LITE vs SPOT
+110.1%
+380.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.9% | +7.5% | +6.1% |
| 7D | -35.9% | +1.6% | -37.5% | -36.2% |
| 30D | -51.5% | +17.6% | -69.1% | -53.7% |
| 3M | -35.7% | +26.9% | -62.7% | -40.6% |
| 6M | -43.0% | +41.8% | -84.8% | -49.7% |
| YTD | +46.1% | +3.8% | +42.3% | +38.5% |
| 1Y | +124.7% | -2.5% | +127.2% | +118.1% |
| 3Y | +1,172.1% | +260.6% | +911.5% | +698.8% |
| All | +490.8% | +110.1% | +380.7% | +306.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling