+490.8%
LITE vs SPY
+67.4%
+423.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.1% |
| 7D | -35.9% | -2.7% | -33.2% | -31.8% |
| 30D | -51.5% | -5.4% | -46.1% | -45.2% |
| 3M | -35.7% | -4.1% | -31.6% | -29.2% |
| 6M | -43.0% | +0.7% | -43.7% | -41.4% |
| YTD | +46.1% | +8.7% | +37.5% | +32.5% |
| 1Y | +124.7% | +10.9% | +113.8% | +99.9% |
| 3Y | +1,172.1% | +75.0% | +1,097.1% | +554.6% |
| All | +490.8% | +67.4% | +423.4% | +228.7% |
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 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