+2,259.5%
LITE vs SPYM
+317.0%
+1,942.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.6% |
| 7D | -1.5% | +0.1% | -1.6% | -1.8% |
| 30D | +6.7% | +0.1% | +6.6% | +6.5% |
| 3M | -6.8% | +2.0% | -8.8% | -8.4% |
| 6M | +29.4% | +13.1% | +16.4% | +10.2% |
| YTD | +139.1% | +13.6% | +125.5% | +101.7% |
| 1Y | +521.0% | +20.1% | +500.9% | +393.3% |
| 3Y | +1,535.3% | +77.6% | +1,457.7% | +729.9% |
| 5Y | +889.8% | +82.5% | +807.3% | +388.4% |
| All | +2,259.5% | +317.0% | +1,942.4% | +253.7% |
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