+1,563.7%
LITE vs STRL
+484.5%
+1,079.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.8% | -1.8% | +1.2% |
| 7D | -1.5% | +3.4% | -4.9% | -3.1% |
| 30D | +6.7% | -9.2% | +15.9% | +12.5% |
| 3M | -6.8% | -51.0% | +44.3% | +30.2% |
| 6M | +29.4% | +15.8% | +13.7% | +6.5% |
| YTD | +139.1% | +58.9% | +80.2% | +62.2% |
| 1Y | +521.0% | +68.5% | +452.5% | +313.2% |
| All | +1,563.7% | +484.5% | +1,079.2% | +579.9% |
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