+258.4%
LITX vs SPY
+10.4%
+248.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +4.5% |
| 7D | +27.1% | -0.4% | +27.5% | +27.6% |
| 30D | +35.7% | -1.4% | +37.1% | +44.3% |
| 3M | +10.9% | +3.7% | +7.2% | -3.4% |
| 6M | +37.8% | +13.0% | +24.8% | -9.0% |
| All | +258.4% | +10.4% | +248.0% | +169.9% |
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