-97.5%
LITS vs SPY
+79.8%
-177.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +37.5% |
| 6M | -9.4% | +12.5% | -21.9% | -17.5% |
| YTD | -19.7% | +11.7% | -31.4% | -26.1% |
| 1Y | -65.5% | +17.5% | -83.0% | -69.1% |
| 3Y | -74.9% | +76.6% | -151.5% | -83.2% |
| 5Y | -97.5% | +82.0% | -179.6% | -98.4% |
| All | -97.5% | +79.8% | -177.3% | -98.4% |
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