+3,068.2%
LITE vs SPXS
-99.6%
+3,167.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +5.3% |
| 7D | -35.9% | +7.5% | -43.4% | -32.5% |
| 30D | -51.5% | +17.5% | -69.0% | -46.2% |
| 3M | -35.7% | +14.7% | -50.4% | -29.2% |
| 6M | -43.0% | -0.1% | -42.8% | -39.5% |
| YTD | +46.1% | -19.7% | +65.9% | +43.7% |
| 1Y | +124.7% | -23.6% | +148.3% | +120.0% |
| 3Y | +1,172.1% | -79.2% | +1,251.2% | +785.7% |
| 5Y | +477.0% | -81.7% | +558.8% | +363.3% |
| 10Y | +1,465.7% | -99.5% | +1,565.2% | +460.7% |
| All | +3,068.2% | -99.6% | +3,167.8% | +1,007.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling