+307.3%
SPY vs LITE
+1,569.9%
-1,262.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.7% | -8.3% | +0.8% |
| 7D | +0.1% | -12.9% | +13.0% | +1.7% |
| 30D | -3.3% | -46.0% | +42.6% | +4.6% |
| 3M | -2.4% | -33.0% | +30.6% | +1.2% |
| 6M | +2.6% | -34.0% | +36.6% | +4.6% |
| YTD | +11.2% | +61.7% | -50.5% | -5.2% |
| 1Y | +13.4% | +148.3% | -134.9% | -11.5% |
| 3Y | +79.9% | +1,408.5% | -1,328.6% | -6.2% |
| 5Y | +72.2% | +546.2% | -474.0% | +3.0% |
| 10Y | +307.3% | +1,533.3% | -1,226.0% | +112.5% |
| All | +307.3% | +1,569.9% | -1,262.6% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LITE.
Daily Out/Under-Performance
Portfolio return minus LITE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LITE 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 10y: compounded portfolio wealth divided by compounded LITE 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…
10y analysis · Full analysis span regression · 6 months rolling