+1,172.1%
LITE vs SPY
+75.1%
+1,097.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +4.9% |
| 7D | -35.9% | -2.7% | -33.2% | -30.4% |
| 30D | -51.5% | -5.4% | -46.1% | -42.8% |
| 3M | -35.7% | -4.1% | -31.6% | -26.9% |
| 6M | -43.0% | +0.7% | -43.7% | -41.4% |
| YTD | +46.1% | +8.7% | +37.5% | +25.7% |
| 1Y | +124.7% | +10.9% | +113.8% | +87.8% |
| 3Y | +1,172.1% | +75.0% | +1,097.1% | +278.4% |
| All | +1,172.1% | +75.1% | +1,097.0% | +278.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling