+446.1%
LITE vs SPY
+67.0%
+379.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.4% | -14.3% | -10.6% |
| 7D | -44.6% | -4.7% | -39.8% | -38.6% |
| 30D | -55.0% | -5.9% | -49.1% | -48.7% |
| 3M | -38.3% | -4.5% | -33.8% | -31.5% |
| 6M | -48.8% | +1.8% | -50.5% | -48.4% |
| YTD | +38.3% | +8.3% | +30.0% | +26.0% |
| 1Y | +119.0% | +9.3% | +109.6% | +99.2% |
| 3Y | +1,092.0% | +74.9% | +1,017.2% | +515.1% |
| 5Y | +446.1% | +67.3% | +378.8% | +203.0% |
| All | +446.1% | +67.0% | +379.1% | +203.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling