+1,103.8%
LITE vs SPY
+74.5%
+1,029.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.4% | -14.3% | -7.5% |
| 7D | -44.6% | -4.7% | -39.8% | -36.4% |
| 30D | -55.0% | -5.9% | -49.1% | -46.3% |
| 3M | -38.3% | -4.5% | -33.8% | -29.0% |
| 6M | -48.8% | +1.8% | -50.5% | -48.8% |
| YTD | +38.3% | +8.3% | +30.0% | +19.9% |
| 1Y | +119.0% | +9.3% | +109.6% | +88.9% |
| All | +1,103.8% | +74.5% | +1,029.3% | +260.9% |
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