-51.9%
LITZ vs SPY
+4.2%
-56.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +0.3% | -11.0% | -8.7% |
| 7D | +97.1% | -2.7% | +99.8% | +72.7% |
| 30D | +186.5% | -5.4% | +191.9% | +124.0% |
| 3M | +11.2% | -4.1% | +15.3% | -8.1% |
| 6M | -35.4% | +0.7% | -36.1% | -23.5% |
| All | -51.9% | +4.2% | -56.1% | -35.6% |
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