+1,499.9%
LITE vs STLA
+4.2%
+1,495.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -0.5% |
| 7D | -13.9% | -4.9% | -9.0% | -12.2% |
| 30D | -46.9% | -4.9% | -42.0% | -46.1% |
| 3M | -28.0% | -23.7% | -4.4% | -22.1% |
| 6M | -35.2% | -45.0% | +9.8% | -21.8% |
| YTD | +58.9% | -60.9% | +119.7% | +110.5% |
| 1Y | +125.3% | -58.9% | +184.2% | +191.4% |
| 3Y | +1,344.4% | -74.4% | +1,418.9% | +2,058.4% |
| 5Y | +541.2% | -71.5% | +612.7% | +786.4% |
| All | +1,499.9% | +4.2% | +1,495.8% | +1,214.0% |
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