+446.1%
LITE vs STLA
-70.3%
+516.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.5% | -14.2% | -17.3% |
| 7D | -44.6% | -5.5% | -39.0% | -43.6% |
| 30D | -55.0% | -3.7% | -51.3% | -54.5% |
| 3M | -38.3% | -21.1% | -17.2% | -34.4% |
| 6M | -48.8% | -38.3% | -10.4% | -41.4% |
| YTD | +38.3% | -59.2% | +97.5% | +78.6% |
| 1Y | +119.0% | -56.7% | +175.7% | +174.0% |
| 3Y | +1,092.0% | -74.3% | +1,166.3% | +1,631.6% |
| 5Y | +446.1% | -70.2% | +516.3% | +586.2% |
| All | +446.1% | -70.3% | +516.4% | +586.2% |
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