+339.5%
SPY vs LITE
+4,637.9%
-4,298.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.4% | -0.9% |
| 7D | +0.1% | -1.5% | +1.6% | +0.3% |
| 30D | +0.1% | +6.7% | -6.6% | -1.4% |
| 3M | +2.0% | -6.8% | +8.7% | +1.3% |
| 6M | +13.0% | +29.4% | -16.4% | +4.7% |
| YTD | +13.5% | +139.1% | -125.5% | -5.7% |
| 1Y | +20.0% | +521.0% | -501.0% | -16.7% |
| 3Y | +77.2% | +1,535.3% | -1,458.1% | -0.8% |
| 5Y | +81.9% | +889.8% | -808.0% | +8.6% |
| 10Y | +314.1% | +2,400.7% | -2,086.7% | +119.4% |
| All | +339.5% | +4,637.9% | -4,298.4% | +129.1% |
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