+5,083.9%
LITE vs SPY
+336.7%
+4,747.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.6% |
| 7D | -1.5% | +0.1% | -1.6% | -1.7% |
| 30D | +6.7% | +0.1% | +6.6% | +6.5% |
| 3M | -6.8% | +2.0% | -8.7% | -8.2% |
| 6M | +29.4% | +13.0% | +16.4% | +11.3% |
| YTD | +139.1% | +13.5% | +125.5% | +104.0% |
| 1Y | +521.0% | +20.0% | +501.0% | +400.7% |
| 3Y | +1,535.3% | +77.2% | +1,458.1% | +767.9% |
| 5Y | +889.8% | +81.9% | +808.0% | +413.4% |
| 10Y | +2,400.7% | +314.1% | +2,086.7% | +486.2% |
| All | +5,083.9% | +336.7% | +4,747.1% | +1,075.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling