+1,533.3%
LITE vs SPYM
+316.3%
+1,217.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.3% | +8.3% | +7.0% |
| 7D | -12.9% | +0.1% | -13.0% | -12.0% |
| 30D | -46.0% | -3.3% | -42.6% | -41.9% |
| 3M | -33.0% | -2.4% | -30.6% | -29.1% |
| 6M | -34.0% | +2.6% | -36.6% | -34.3% |
| YTD | +61.7% | +11.3% | +50.4% | +43.7% |
| 1Y | +148.3% | +13.5% | +134.8% | +117.5% |
| 3Y | +1,408.5% | +80.3% | +1,328.2% | +668.6% |
| 5Y | +546.2% | +72.7% | +473.4% | +252.0% |
| 10Y | +1,533.3% | +312.2% | +1,221.1% | +154.6% |
| All | +1,533.3% | +316.3% | +1,217.0% | +154.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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