-73.0%
LITS vs SPY
+75.5%
-148.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.5% |
| 7D | +1.9% | -2.0% | +3.9% | +3.6% |
| 30D | +17.8% | -1.7% | +19.4% | +19.4% |
| 3M | +43.2% | +4.7% | +38.5% | +37.3% |
| 6M | -9.4% | +12.5% | -21.9% | -17.7% |
| YTD | -19.7% | +11.7% | -31.4% | -26.3% |
| 1Y | -65.5% | +17.5% | -83.0% | -68.9% |
| All | -73.0% | +75.5% | -148.5% | -76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling