+743.9%
LITE vs SPOT
+270.3%
+473.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.1% | -16.6% | -18.1% |
| 7D | -44.6% | +10.3% | -54.8% | -46.2% |
| 30D | -55.0% | +25.9% | -80.9% | -58.4% |
| 3M | -38.3% | +27.4% | -65.7% | -44.0% |
| 6M | -48.8% | +46.5% | -95.2% | -56.1% |
| YTD | +38.3% | +5.8% | +32.5% | +28.0% |
| 1Y | +119.0% | -0.9% | +119.9% | +107.8% |
| 3Y | +1,092.0% | +261.5% | +830.5% | +609.0% |
| 5Y | +446.1% | +112.6% | +333.5% | +266.1% |
| All | +743.9% | +270.3% | +473.5% | +253.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling