+232.7%
LITE vs SPXS
-30.2%
+262.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -4.9% | -3.0% | -12.7% |
| 7D | -31.4% | +2.2% | -33.6% | -29.5% |
| 30D | -42.6% | +3.8% | -46.4% | -39.2% |
| 3M | -26.2% | +3.3% | -29.5% | -21.7% |
| 6M | -35.8% | -16.7% | -19.1% | -42.1% |
| YTD | +70.0% | -28.5% | +98.6% | +37.9% |
| 1Y | +232.7% | -30.4% | +263.2% | +172.3% |
| All | +232.7% | -30.2% | +262.9% | +172.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling