+1,172.1%
LITE vs STRL
+233.5%
+938.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.5% | +2.2% | +3.9% |
| 7D | -35.9% | -26.9% | -9.0% | -24.9% |
| 30D | -51.5% | -52.7% | +1.1% | -28.7% |
| 3M | -35.7% | -52.8% | +17.1% | -4.8% |
| 6M | -43.0% | -71.5% | +28.5% | +5.0% |
| YTD | +46.1% | -17.4% | +63.6% | +38.5% |
| 1Y | +124.7% | -35.0% | +159.7% | +145.5% |
| 3Y | +1,172.1% | +239.2% | +932.8% | +625.8% |
| All | +1,172.1% | +233.5% | +938.5% | +625.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling