+1,103.8%
LITE vs STRL
+222.3%
+881.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -13.9% | -4.8% | -11.4% |
| 7D | -44.6% | -34.6% | -10.0% | -31.1% |
| 30D | -55.0% | -56.7% | +1.6% | -30.9% |
| 3M | -38.3% | -54.4% | +16.1% | -7.0% |
| 6M | -48.8% | -69.7% | +20.9% | -8.7% |
| YTD | +38.3% | -20.2% | +58.5% | +33.4% |
| 1Y | +119.0% | -40.6% | +159.6% | +150.7% |
| All | +1,103.8% | +222.3% | +881.5% | +598.9% |
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