+1,563.7%
LITE vs SITM
+372.9%
+1,190.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.5% | -2.6% | +0.8% |
| 7D | -1.5% | +9.7% | -11.3% | -5.9% |
| 30D | +6.7% | +12.7% | -6.0% | -1.0% |
| 3M | -6.8% | -13.4% | +6.7% | -1.1% |
| 6M | +29.4% | +59.6% | -30.2% | -0.8% |
| YTD | +139.1% | +73.3% | +65.8% | +76.4% |
| 1Y | +521.0% | +165.5% | +355.4% | +272.2% |
| All | +1,563.7% | +372.9% | +1,190.7% | +650.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling