+901.5%
LITE vs STLA
-62.4%
+963.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +3.6% |
| 7D | -1.5% | +2.6% | -4.1% | -2.3% |
| 30D | +6.7% | -1.2% | +7.9% | +6.5% |
| 3M | -6.8% | -24.8% | +18.0% | +1.7% |
| 6M | +29.4% | -25.6% | +55.0% | +40.4% |
| YTD | +139.1% | -48.9% | +188.0% | +189.6% |
| 1Y | +521.0% | -38.8% | +559.8% | +591.7% |
| 3Y | +1,535.3% | -64.5% | +1,599.8% | +2,036.6% |
| All | +901.5% | -62.4% | +963.9% | +1,084.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling