+1,499.9%
LITE vs SPYG
+392.5%
+1,107.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -0.6% |
| 7D | -13.9% | -1.9% | -12.0% | -10.3% |
| 30D | -46.9% | -9.2% | -37.8% | -37.5% |
| 3M | -28.0% | -6.8% | -21.2% | -18.0% |
| 6M | -35.2% | -2.6% | -32.6% | -29.2% |
| YTD | +58.9% | +7.5% | +51.4% | +53.0% |
| 1Y | +125.3% | +6.7% | +118.6% | +122.6% |
| 3Y | +1,344.4% | +90.1% | +1,254.4% | +660.7% |
| 5Y | +541.2% | +69.2% | +471.9% | +288.7% |
| All | +1,499.9% | +392.5% | +1,107.4% | +67.9% |
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