+3,344.5%
LITE vs SPXU
-99.6%
+3,444.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.2% |
| 7D | -13.9% | +0.5% | -14.4% | -12.1% |
| 30D | -46.9% | +10.9% | -57.8% | -42.5% |
| 3M | -28.0% | +9.6% | -37.6% | -22.2% |
| 6M | -35.2% | -4.7% | -30.5% | -32.6% |
| YTD | +58.9% | -24.6% | +83.5% | +52.1% |
| 1Y | +125.3% | -24.7% | +150.0% | +119.1% |
| 3Y | +1,344.4% | -80.0% | +1,424.5% | +884.4% |
| 5Y | +541.2% | -83.5% | +624.6% | +392.8% |
| 10Y | +1,587.5% | -99.5% | +1,687.0% | +498.7% |
| All | +3,344.5% | -99.6% | +3,444.2% | +1,070.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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