+303.9%
SPY vs LITE
+1,381.7%
-1,077.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.7% | -5.4% | -0.5% |
| 7D | -2.7% | -35.9% | +33.2% | +3.1% |
| 30D | -5.4% | -51.5% | +46.1% | +3.9% |
| 3M | -4.1% | -35.7% | +31.6% | +0.1% |
| 6M | +0.7% | -43.0% | +43.7% | +5.0% |
| YTD | +8.7% | +46.1% | -37.5% | -5.9% |
| 1Y | +10.9% | +124.7% | -113.8% | -12.2% |
| 3Y | +75.0% | +1,172.1% | -1,097.1% | -6.2% |
| 5Y | +67.8% | +477.0% | -409.2% | +2.1% |
| All | +303.9% | +1,381.7% | -1,077.7% | +113.8% |
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