+1,402.3%
LITE vs SPYM
+308.7%
+1,093.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.2% |
| 7D | -35.9% | -2.7% | -33.2% | -32.5% |
| 30D | -51.5% | -5.4% | -46.2% | -46.2% |
| 3M | -35.7% | -4.1% | -31.7% | -30.3% |
| 6M | -43.0% | +0.8% | -43.7% | -41.7% |
| YTD | +46.1% | +8.8% | +37.4% | +34.3% |
| 1Y | +124.7% | +11.0% | +113.7% | +103.3% |
| 3Y | +1,172.1% | +75.5% | +1,096.6% | +574.0% |
| 5Y | +477.0% | +68.4% | +408.6% | +225.9% |
| All | +1,402.3% | +308.7% | +1,093.6% | +137.2% |
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