+1,493.1%
LITE vs STLA
-4.1%
+1,497.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.1% |
| 7D | +10.8% | -13.8% | +24.5% | +16.5% |
| 30D | -33.4% | -10.5% | -22.9% | -31.1% |
| 3M | -32.2% | -28.9% | -3.4% | -24.9% |
| 6M | -42.1% | -49.7% | +7.6% | -27.8% |
| YTD | +61.9% | -64.9% | +126.8% | +122.8% |
| 1Y | +163.0% | -64.0% | +227.0% | +257.2% |
| 3Y | +1,358.0% | -77.4% | +1,435.4% | +2,179.7% |
| 5Y | +549.9% | -74.4% | +624.3% | +833.1% |
| All | +1,493.1% | -4.1% | +1,497.2% | +1,076.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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