-60.6%
LITP vs SPY
+90.6%
-151.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.2% |
| 7D | -6.5% | +2.6% | -9.1% | -9.5% |
| 30D | -12.4% | -2.0% | -10.4% | -10.1% |
| 3M | -40.1% | -2.8% | -37.3% | -37.8% |
| 6M | -61.2% | +2.1% | -63.3% | -62.0% |
| YTD | -43.6% | +11.5% | -55.1% | -50.1% |
| 1Y | -32.6% | +13.5% | -46.1% | -41.5% |
| 3Y | -28.6% | +77.7% | -106.3% | -64.6% |
| All | -60.6% | +90.6% | -151.3% | -82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling