+146.1%
LITE vs STM
+95.5%
+50.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -4.0% |
| 7D | +22.6% | +16.3% | +6.3% | +9.1% |
| 30D | -36.8% | -6.3% | -30.5% | -32.4% |
| 3M | -33.0% | -14.1% | -18.9% | -23.4% |
| 6M | -37.1% | -19.6% | -17.5% | -26.7% |
| YTD | +69.5% | +80.1% | -10.7% | +5.0% |
| 1Y | +146.1% | +95.4% | +50.8% | +46.7% |
| All | +146.1% | +95.5% | +50.6% | +46.7% |
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