+5,083.9%
LITE vs SPYG
+438.4%
+4,645.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.2% |
| 7D | -1.5% | +0.4% | -1.9% | -2.1% |
| 30D | +6.7% | -0.4% | +7.1% | +7.5% |
| 3M | -6.8% | +0.5% | -7.3% | -5.5% |
| 6M | +29.4% | +17.5% | +12.0% | +8.1% |
| YTD | +139.1% | +14.3% | +124.7% | +106.5% |
| 1Y | +521.0% | +21.7% | +499.3% | +408.5% |
| 3Y | +1,535.3% | +98.6% | +1,436.7% | +719.6% |
| 5Y | +889.8% | +85.1% | +804.7% | +434.7% |
| 10Y | +2,400.7% | +412.0% | +1,988.7% | +399.3% |
| All | +5,083.9% | +438.4% | +4,645.5% | +913.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling