+146.1%
LITE vs STLA
-64.2%
+210.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.1% | +2.5% | -3.7% |
| 7D | +22.6% | -13.1% | +35.6% | +22.2% |
| 30D | -36.8% | -13.3% | -23.5% | -37.0% |
| 3M | -33.0% | -27.9% | -5.2% | -34.3% |
| 6M | -37.1% | -47.8% | +10.8% | -38.3% |
| YTD | +69.5% | -64.6% | +134.0% | +66.9% |
| 1Y | +146.1% | -64.0% | +210.1% | +138.3% |
| All | +146.1% | -64.2% | +210.3% | +138.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling