+188.2%
LITX vs SPY
+11.5%
+176.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.4% | +8.3% | +10.0% |
| 7D | -3.8% | +0.1% | -3.9% | -4.8% |
| 30D | +4.3% | +0.1% | +4.2% | +3.6% |
| 3M | -33.8% | +2.0% | -35.8% | -36.3% |
| 6M | -6.5% | +13.0% | -19.5% | -36.3% |
| All | +188.2% | +11.5% | +176.6% | +107.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling