+521.0%
LITE vs SPXS
-40.2%
+561.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +5.3% |
| 7D | -1.5% | -0.1% | -1.5% | -1.6% |
| 30D | +6.7% | +0.8% | +5.8% | +7.7% |
| 3M | -6.8% | -4.7% | -2.0% | -7.3% |
| 6M | +29.4% | -29.6% | +59.1% | +1.2% |
| YTD | +139.1% | -29.8% | +168.9% | +85.2% |
| 1Y | +521.0% | -38.9% | +559.9% | +359.1% |
| All | +521.0% | -40.2% | +561.2% | +359.1% |
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