+814.8%
LITE vs SITM
+3,519.6%
-2,704.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | +22.6% | +32.5% | -10.0% | +11.2% |
| 30D | -36.8% | -18.8% | -18.0% | -31.4% |
| 3M | -33.0% | -30.9% | -2.2% | -23.7% |
| 6M | -37.1% | -44.5% | +7.4% | -23.5% |
| YTD | +69.5% | +33.2% | +36.2% | +55.1% |
| 1Y | +146.1% | +53.8% | +92.3% | +116.4% |
| 3Y | +1,440.8% | +335.7% | +1,105.1% | +874.5% |
| 5Y | +580.4% | +84.6% | +495.8% | +370.5% |
| All | +814.8% | +3,519.6% | -2,704.8% | +282.6% |
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