+2,331.0%
LITE vs STLA
+54.0%
+2,277.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +3.6% |
| 7D | -1.5% | +2.6% | -4.1% | -2.4% |
| 30D | +6.7% | -1.2% | +7.9% | +6.4% |
| 3M | -6.8% | -24.8% | +18.0% | +2.0% |
| 6M | +29.4% | -25.6% | +55.0% | +40.8% |
| YTD | +139.1% | -48.9% | +188.0% | +189.9% |
| 1Y | +521.0% | -38.8% | +559.8% | +597.1% |
| 3Y | +1,535.3% | -64.5% | +1,599.8% | +2,075.6% |
| 5Y | +889.8% | -62.4% | +952.3% | +1,143.8% |
| All | +2,331.0% | +54.0% | +2,277.0% | +1,858.9% |
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