+580.4%
LITE vs SPYM
+74.6%
+505.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.0% |
| 7D | +22.6% | +3.3% | +19.3% | +16.0% |
| 30D | -36.8% | -2.6% | -34.1% | -32.0% |
| 3M | -33.0% | -1.7% | -31.3% | -29.2% |
| 6M | -37.1% | +3.1% | -40.2% | -38.0% |
| YTD | +69.5% | +12.0% | +57.5% | +45.7% |
| 1Y | +146.1% | +12.1% | +134.0% | +114.0% |
| 3Y | +1,440.8% | +78.5% | +1,362.3% | +655.6% |
| 5Y | +580.4% | +73.8% | +506.6% | +255.2% |
| All | +580.4% | +74.6% | +505.8% | +255.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling