+1,670.7%
LITE vs STLA
+0.5%
+1,670.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -3.5% | +14.2% | +11.9% |
| 7D | +3.4% | -11.6% | +15.0% | +8.1% |
| 30D | -34.9% | -6.2% | -28.7% | -33.7% |
| 3M | -21.0% | -24.6% | +3.6% | -14.3% |
| 6M | -38.5% | -44.9% | +6.4% | -25.7% |
| YTD | +75.8% | -62.3% | +138.1% | +135.5% |
| 1Y | +156.7% | -61.8% | +218.5% | +241.3% |
| 3Y | +1,498.6% | -75.3% | +1,573.9% | +2,314.9% |
| 5Y | +610.9% | -72.5% | +683.4% | +893.5% |
| 10Y | +1,670.7% | +0.8% | +1,669.9% | +1,370.2% |
| All | +1,670.7% | +0.5% | +1,670.2% | +1,370.2% |
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