+546.2%
LITE vs SPY
+71.5%
+474.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.4% | +8.3% | +6.3% |
| 7D | -12.9% | +0.1% | -13.0% | -11.9% |
| 30D | -46.0% | -3.3% | -42.6% | -41.3% |
| 3M | -33.0% | -2.4% | -30.6% | -28.4% |
| 6M | -34.0% | +2.6% | -36.6% | -34.4% |
| YTD | +61.7% | +11.2% | +50.5% | +40.8% |
| 1Y | +148.3% | +13.4% | +134.9% | +112.4% |
| 3Y | +1,408.5% | +79.9% | +1,328.6% | +641.0% |
| 5Y | +546.2% | +72.2% | +474.0% | +244.2% |
| All | +546.2% | +71.5% | +474.7% | +244.2% |
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