+562.5%
LITE vs SPXS
-83.0%
+645.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.8% | -3.7% |
| 7D | +10.8% | -7.5% | +18.3% | +6.4% |
| 30D | -33.4% | +5.3% | -38.8% | -28.7% |
| 3M | -32.2% | +9.7% | -41.9% | -25.1% |
| 6M | -42.1% | -4.6% | -37.5% | -39.2% |
| YTD | +61.9% | -25.8% | +87.6% | +51.7% |
| 1Y | +163.0% | -28.8% | +191.8% | +144.6% |
| 3Y | +1,358.0% | -80.2% | +1,438.2% | +838.9% |
| All | +562.5% | -83.0% | +645.5% | +393.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling