+1,190.6%
LITE vs SITM
+4,608.4%
-3,417.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.5% | -2.6% | +1.8% |
| 7D | -1.5% | +9.7% | -11.3% | -4.5% |
| 30D | +6.7% | +12.7% | -6.0% | +1.7% |
| 3M | -6.8% | -13.4% | +6.7% | -2.4% |
| 6M | +29.4% | +59.6% | -30.2% | +10.3% |
| YTD | +139.1% | +73.3% | +65.8% | +99.0% |
| 1Y | +521.0% | +165.5% | +355.4% | +353.2% |
| 3Y | +1,535.3% | +368.7% | +1,166.6% | +879.9% |
| 5Y | +889.8% | +172.5% | +717.3% | +502.0% |
| All | +1,190.6% | +4,608.4% | -3,417.7% | +391.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling