+1,321.8%
LITE vs STRL
+3,456.6%
-2,134.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -13.9% | -4.8% | -13.4% |
| 7D | -44.6% | -34.6% | -10.0% | -34.9% |
| 30D | -55.0% | -56.7% | +1.6% | -38.3% |
| 3M | -38.3% | -54.4% | +16.1% | -16.4% |
| 6M | -48.8% | -69.7% | +20.9% | -21.1% |
| YTD | +38.3% | -20.2% | +58.5% | +44.4% |
| 1Y | +119.0% | -40.6% | +159.6% | +154.1% |
| 3Y | +1,092.0% | +221.7% | +870.3% | +739.3% |
| 5Y | +446.1% | +799.0% | -352.9% | +189.0% |
| All | +1,321.8% | +3,456.6% | -2,134.9% | +398.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling