+35.6%
LYTS vs SPY
+77.0%
-41.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.4% | +1.2% |
| 7D | -1.0% | -0.8% | -0.2% | -0.1% |
| 30D | -17.1% | -1.1% | -16.1% | -15.9% |
| 3M | -22.1% | +3.9% | -26.0% | -25.2% |
| 6M | +3.1% | +13.6% | -10.5% | -10.6% |
| YTD | +10.1% | +12.7% | -2.6% | -3.5% |
| 1Y | -11.6% | +17.5% | -29.2% | -26.1% |
| 3Y | +35.6% | +76.9% | -41.4% | -12.4% |
| All | +35.6% | +77.0% | -41.4% | -12.4% |
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 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