+1,533.3%
LITE vs STM
+433.9%
+1,099.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +6.8% | +3.9% | +6.6% |
| 7D | -12.9% | -5.6% | -7.3% | -8.9% |
| 30D | -46.0% | -14.4% | -31.5% | -39.7% |
| 3M | -33.0% | -20.5% | -12.6% | -21.7% |
| 6M | -34.0% | -24.5% | -9.5% | -21.6% |
| YTD | +61.7% | +72.7% | -10.9% | +20.0% |
| 1Y | +148.3% | +91.0% | +57.3% | +74.4% |
| 3Y | +1,408.5% | +13.5% | +1,395.0% | +1,213.4% |
| 5Y | +546.2% | -9.2% | +555.4% | +507.4% |
| 10Y | +1,533.3% | +422.5% | +1,110.8% | +335.3% |
| All | +1,533.3% | +433.9% | +1,099.4% | +335.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling