+12.4%
SPY vs LITE
+157.2%
-144.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.7% | -9.4% | +0.7% |
| 7D | -0.9% | +3.4% | -4.3% | -1.3% |
| 30D | -2.4% | -34.9% | +32.5% | -0.6% |
| 3M | -1.2% | -21.0% | +19.9% | -0.7% |
| 6M | +3.3% | -38.5% | +41.8% | +4.4% |
| YTD | +12.3% | +75.8% | -63.5% | +7.2% |
| 1Y | +12.4% | +156.7% | -144.2% | +3.5% |
| All | +12.4% | +157.2% | -144.7% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling