+1,333.1%
LITE vs SITM
+4,507.3%
-3,174.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.1% | +13.2% | +11.7% |
| 7D | +12.6% | +8.4% | +4.3% | +9.6% |
| 30D | +9.9% | -17.4% | +27.3% | +17.2% |
| 3M | +9.3% | -9.8% | +19.1% | +12.8% |
| 6M | +75.2% | +83.0% | -7.7% | +42.8% |
| YTD | +165.5% | +69.6% | +95.9% | +122.4% |
| 1Y | +555.0% | +144.9% | +410.1% | +389.4% |
| 3Y | +1,870.5% | +429.9% | +1,440.6% | +1,050.3% |
| 5Y | +1,009.8% | +169.2% | +840.7% | +578.1% |
| All | +1,333.1% | +4,507.3% | -3,174.2% | +448.7% |
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