+1,426.5%
LITE vs SITM
+342.8%
+1,083.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.4% |
| 7D | +22.6% | +32.5% | -10.0% | +5.9% |
| 30D | -36.8% | -18.8% | -18.0% | -29.1% |
| 3M | -33.0% | -30.9% | -2.2% | -19.4% |
| 6M | -37.1% | -44.5% | +7.4% | -17.3% |
| YTD | +69.5% | +33.2% | +36.2% | +42.7% |
| 1Y | +146.1% | +53.8% | +92.3% | +94.7% |
| All | +1,426.5% | +342.8% | +1,083.7% | +624.0% |
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