+67.3%
SPY vs LITE
+468.9%
-401.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -18.7% | +14.3% | -2.1% |
| 7D | -4.7% | -44.6% | +39.8% | +2.0% |
| 30D | -5.9% | -55.0% | +49.1% | +3.1% |
| 3M | -4.5% | -38.3% | +33.8% | -0.5% |
| 6M | +1.8% | -48.8% | +50.5% | +7.1% |
| YTD | +8.3% | +38.3% | -30.0% | -5.1% |
| 1Y | +9.3% | +119.0% | -109.6% | -13.0% |
| 3Y | +74.9% | +1,092.0% | -1,017.2% | -9.5% |
| 5Y | +67.3% | +446.1% | -378.8% | +5.9% |
| All | +67.3% | +468.9% | -401.6% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling