-100.0%
LITS vs SPY
+970.8%
-1,070.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -2.8% |
| 7D | +11.1% | +0.5% | +10.6% | +10.3% |
| 30D | +20.9% | -0.9% | +21.8% | +22.3% |
| 3M | +46.7% | +3.9% | +42.8% | +38.8% |
| 6M | -3.5% | +14.5% | -18.0% | -19.0% |
| YTD | -16.7% | +12.9% | -29.6% | -28.3% |
| 1Y | -63.3% | +19.4% | -82.7% | -70.4% |
| 3Y | -74.0% | +78.5% | -152.4% | -88.3% |
| 5Y | -97.5% | +81.8% | -179.3% | -99.0% |
| 10Y | -96.2% | +311.5% | -407.7% | -99.6% |
| All | -100.0% | +970.8% | -1,070.8% | -100.0% |
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 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