+3,586.8%
LITE vs STRL
+6,543.1%
-2,956.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -21.5% | +13.6% | -0.2% |
| 7D | -31.4% | -27.1% | -4.4% | -23.7% |
| 30D | -42.6% | -45.8% | +3.2% | -28.8% |
| 3M | -26.2% | -47.6% | +21.4% | -6.8% |
| 6M | -35.8% | -46.4% | +10.6% | -23.9% |
| YTD | +70.0% | -7.4% | +77.4% | +67.8% |
| 1Y | +232.7% | -25.9% | +258.6% | +255.6% |
| 3Y | +1,365.7% | +273.4% | +1,092.3% | +898.6% |
| 5Y | +609.5% | +944.4% | -334.9% | +269.8% |
| 10Y | +1,721.9% | +4,023.0% | -2,301.0% | +553.7% |
| All | +3,586.8% | +6,543.1% | -2,956.3% | +934.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling