+1,402.3%
LITE vs STLA
+18.3%
+1,384.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.7% |
| 7D | -35.9% | -4.5% | -31.4% | -34.9% |
| 30D | -51.5% | -3.9% | -47.6% | -50.9% |
| 3M | -35.7% | -20.2% | -15.6% | -31.6% |
| 6M | -43.0% | -42.2% | -0.8% | -32.5% |
| YTD | +46.1% | -59.3% | +105.4% | +90.3% |
| 1Y | +124.7% | -56.1% | +180.8% | +182.7% |
| 3Y | +1,172.1% | -73.7% | +1,245.7% | +1,772.9% |
| 5Y | +477.0% | -70.3% | +547.3% | +683.0% |
| All | +1,402.3% | +18.3% | +1,384.0% | +1,281.1% |
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