+490.8%
LITE vs SITM
+42.2%
+448.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +17.4% | -11.8% | -1.7% |
| 7D | -35.9% | -6.7% | -29.2% | -33.7% |
| 30D | -51.5% | -37.3% | -14.2% | -40.7% |
| 3M | -35.7% | -39.4% | +3.6% | -20.6% |
| 6M | -43.0% | -33.1% | -9.8% | -34.2% |
| YTD | +46.1% | +18.0% | +28.1% | +35.6% |
| 1Y | +124.7% | +22.7% | +102.0% | +105.7% |
| 3Y | +1,172.1% | +283.8% | +888.3% | +641.0% |
| All | +490.8% | +42.2% | +448.6% | +275.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling