+1,103.8%
LITE vs STLA
-74.0%
+1,177.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.5% | -14.2% | -17.4% |
| 7D | -44.6% | -5.5% | -39.0% | -43.7% |
| 30D | -55.0% | -3.7% | -51.3% | -54.6% |
| 3M | -38.3% | -21.1% | -17.2% | -34.9% |
| 6M | -48.8% | -38.3% | -10.4% | -42.1% |
| YTD | +38.3% | -59.2% | +97.5% | +76.1% |
| 1Y | +119.0% | -56.7% | +175.7% | +169.0% |
| All | +1,103.8% | -74.0% | +1,177.8% | +1,314.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling