+5,083.9%
LITE vs SPXS
-99.7%
+5,183.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +4.6% |
| 7D | -1.5% | -0.1% | -1.5% | -1.6% |
| 30D | +6.7% | +0.8% | +5.8% | +7.2% |
| 3M | -6.8% | -4.7% | -2.0% | -6.5% |
| 6M | +29.4% | -29.6% | +59.1% | +15.4% |
| YTD | +139.1% | -29.8% | +168.9% | +114.0% |
| 1Y | +521.0% | -38.9% | +559.9% | +437.7% |
| 3Y | +1,535.3% | -79.6% | +1,614.9% | +995.0% |
| 5Y | +889.8% | -85.9% | +975.8% | +592.1% |
| 10Y | +2,400.7% | -99.5% | +2,500.3% | +731.0% |
| All | +5,083.9% | -99.7% | +5,183.5% | +1,548.3% |
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 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