+146.1%
LITE vs SPY
+11.8%
+134.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.3% | -2.5% |
| 7D | +22.6% | +3.3% | +19.3% | +11.5% |
| 30D | -36.8% | -2.7% | -34.1% | -29.2% |
| 3M | -33.0% | -1.7% | -31.3% | -27.0% |
| 6M | -37.1% | +3.1% | -40.1% | -39.1% |
| YTD | +69.5% | +11.9% | +57.6% | +28.1% |
| 1Y | +146.1% | +12.0% | +134.1% | +91.7% |
| All | +146.1% | +11.8% | +134.4% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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