+688.8%
LITE vs SITM
+3,107.0%
-2,418.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +17.4% | -11.8% | -0.3% |
| 7D | -35.9% | -6.7% | -29.2% | -34.0% |
| 30D | -51.5% | -37.3% | -14.2% | -42.8% |
| 3M | -35.7% | -39.4% | +3.6% | -23.5% |
| 6M | -43.0% | -33.1% | -9.8% | -35.5% |
| YTD | +46.1% | +18.0% | +28.1% | +39.0% |
| 1Y | +124.7% | +22.7% | +102.0% | +111.7% |
| 3Y | +1,172.1% | +283.8% | +888.3% | +738.0% |
| 5Y | +477.0% | +45.0% | +432.0% | +322.2% |
| All | +688.8% | +3,107.0% | -2,418.2% | +243.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling