+1,668.5%
LITE vs SPYG
+103.0%
+1,565.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.3% |
| 7D | -1.5% | +0.4% | -1.9% | -2.4% |
| 30D | +6.7% | -0.4% | +7.1% | +7.9% |
| 3M | -6.8% | +0.5% | -7.3% | -5.7% |
| 6M | +29.4% | +17.5% | +12.0% | -3.2% |
| YTD | +139.1% | +14.3% | +124.7% | +87.7% |
| 1Y | +521.0% | +21.7% | +499.3% | +347.1% |
| All | +1,668.5% | +103.0% | +1,565.6% | +462.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling