+5,083.9%
LITE vs STRL
+11,293.2%
-6,209.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.8% | -1.8% | +2.0% |
| 7D | -1.5% | +3.4% | -4.9% | -2.6% |
| 30D | +6.7% | -9.2% | +15.9% | +10.8% |
| 3M | -6.8% | -51.0% | +44.3% | +18.4% |
| 6M | +29.4% | +15.8% | +13.7% | +17.4% |
| YTD | +139.1% | +58.9% | +80.2% | +94.7% |
| 1Y | +521.0% | +68.5% | +452.5% | +402.4% |
| 3Y | +1,535.3% | +485.2% | +1,050.1% | +836.9% |
| 5Y | +889.8% | +2,005.1% | -1,115.3% | +310.1% |
| 10Y | +2,400.7% | +7,118.0% | -4,717.2% | +637.1% |
| All | +5,083.9% | +11,293.2% | -6,209.4% | +1,100.7% |
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