+3,068.2%
LITE vs SPYG
+396.8%
+2,671.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +4.4% |
| 7D | -35.9% | -3.6% | -32.3% | -31.7% |
| 30D | -51.5% | -11.2% | -40.4% | -41.7% |
| 3M | -35.7% | -8.1% | -27.7% | -26.0% |
| 6M | -43.0% | -3.3% | -39.7% | -37.3% |
| YTD | +46.1% | +5.5% | +40.6% | +44.4% |
| 1Y | +124.7% | +7.0% | +117.8% | +122.0% |
| 3Y | +1,172.1% | +89.5% | +1,082.6% | +601.9% |
| 5Y | +477.0% | +63.3% | +413.7% | +276.3% |
| 10Y | +1,465.7% | +395.1% | +1,070.5% | +250.8% |
| All | +3,068.2% | +396.8% | +2,671.3% | +608.5% |
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