+2,502.5%
LITE vs SPYG
+410.1%
+2,092.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.5% | +11.5% | +11.7% |
| 7D | +12.6% | +1.2% | +11.4% | +10.6% |
| 30D | +9.9% | -1.6% | +11.5% | +12.4% |
| 3M | +9.3% | +3.4% | +5.9% | +6.3% |
| 6M | +75.2% | +18.9% | +56.3% | +41.9% |
| YTD | +165.5% | +13.8% | +151.7% | +128.6% |
| 1Y | +555.0% | +20.6% | +534.4% | +436.0% |
| 3Y | +1,870.5% | +100.5% | +1,770.0% | +832.2% |
| 5Y | +1,009.8% | +84.6% | +925.2% | +476.6% |
| 10Y | +2,502.5% | +410.8% | +2,091.7% | +167.9% |
| All | +2,502.5% | +410.1% | +2,092.4% | +167.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling