+490.8%
LITE vs STLA
-70.1%
+560.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.7% |
| 7D | -35.9% | -4.5% | -31.4% | -35.0% |
| 30D | -51.5% | -3.9% | -47.6% | -51.0% |
| 3M | -35.7% | -20.2% | -15.6% | -32.0% |
| 6M | -43.0% | -42.2% | -0.8% | -33.1% |
| YTD | +46.1% | -59.3% | +105.4% | +88.8% |
| 1Y | +124.7% | -56.1% | +180.8% | +179.3% |
| 3Y | +1,172.1% | -73.7% | +1,245.7% | +1,727.8% |
| All | +490.8% | -70.1% | +560.9% | +650.0% |
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 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