+2,331.0%
LITE vs STM
+682.1%
+1,649.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +2.9% |
| 7D | -1.5% | +5.8% | -7.3% | -4.6% |
| 30D | +6.7% | -1.0% | +7.7% | +7.8% |
| 3M | -6.8% | -33.3% | +26.5% | +16.6% |
| 6M | +29.4% | +57.4% | -27.9% | -0.5% |
| YTD | +139.1% | +102.2% | +36.9% | +59.8% |
| 1Y | +521.0% | +99.6% | +421.4% | +313.1% |
| 3Y | +1,535.3% | +14.5% | +1,520.8% | +1,286.3% |
| 5Y | +889.8% | +21.4% | +868.5% | +668.9% |
| All | +2,331.0% | +682.1% | +1,649.0% | +682.5% |
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