+2,274.4%
LYTS vs SPY
+3,059.5%
-785.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.6% |
| 7D | -1.6% | -0.4% | -1.2% | -1.2% |
| 30D | -20.7% | -1.4% | -19.3% | -19.4% |
| 3M | -19.9% | +3.7% | -23.6% | -22.6% |
| 6M | +1.0% | +13.0% | -12.0% | -10.4% |
| YTD | +7.7% | +12.4% | -4.7% | -3.7% |
| 1Y | -12.9% | +18.5% | -31.4% | -26.0% |
| 3Y | +34.9% | +77.6% | -42.7% | -22.5% |
| 5Y | +167.0% | +81.7% | +85.4% | +44.9% |
| 10Y | +154.5% | +319.7% | -165.1% | -39.5% |
| All | +2,274.4% | +3,059.5% | -785.1% | +60.2% |
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