+338.7%
SPY vs LITE
+3,269.6%
-2,930.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.9% | +9.5% | +2.7% |
| 7D | -0.7% | -31.4% | +30.7% | +4.1% |
| 30D | -1.0% | -42.6% | +41.6% | +5.9% |
| 3M | -0.3% | -26.2% | +25.9% | +2.0% |
| 6M | +7.3% | -35.8% | +43.1% | +10.1% |
| YTD | +13.3% | +70.0% | -56.7% | -2.6% |
| 1Y | +14.8% | +232.7% | -218.0% | -13.0% |
| 3Y | +82.9% | +1,365.7% | -1,282.8% | +2.2% |
| 5Y | +75.6% | +609.5% | -533.9% | +8.5% |
| 10Y | +330.5% | +1,721.9% | -1,391.4% | +135.7% |
| All | +338.7% | +3,269.6% | -2,930.9% | +136.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling