+7.3%
SPY vs LITE
-36.5%
+43.8%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.9% | +9.5% | +2.0% |
| 7D | -0.7% | -31.4% | +30.7% | +1.0% |
| 30D | -1.0% | -42.6% | +41.6% | +1.3% |
| 3M | -0.3% | -26.2% | +25.9% | +0.6% |
| 6M | +7.3% | -35.8% | +43.1% | +8.2% |
| All | +7.3% | -36.5% | +43.8% | +8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling