+232.7%
LITE vs STM
+92.4%
+140.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -6.1% | -1.8% | -3.2% |
| 7D | -31.4% | -6.0% | -25.4% | -28.0% |
| 30D | -42.6% | -20.9% | -21.6% | -31.2% |
| 3M | -26.2% | -15.8% | -10.5% | -15.1% |
| 6M | -35.8% | -17.0% | -18.7% | -27.6% |
| YTD | +70.0% | +76.8% | -6.8% | +0.2% |
| 1Y | +232.7% | +96.5% | +136.3% | +79.0% |
| All | +232.7% | +92.4% | +140.4% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 1y: compounded portfolio wealth divided by compounded STM 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…
1y analysis · Full analysis span regression · 6 months rolling