-34.2%
LITP vs SPY
+93.1%
-127.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.1% |
| 7D | -5.2% | +0.5% | -5.8% | -5.9% |
| 30D | +1.6% | -0.9% | +2.5% | +2.8% |
| 3M | -15.1% | +3.9% | -19.0% | -19.1% |
| 6M | -8.4% | +14.5% | -22.9% | -21.9% |
| YTD | -5.8% | +12.9% | -18.7% | -18.0% |
| 1Y | +47.1% | +19.4% | +27.7% | +20.5% |
| 3Y | -13.1% | +78.5% | -91.5% | -57.1% |
| All | -34.2% | +93.1% | -127.3% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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