+446.1%
LITE vs STM
-17.8%
+463.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -12.4% | -6.3% | -11.2% |
| 7D | -44.6% | -20.1% | -24.5% | -36.1% |
| 30D | -55.0% | -32.0% | -23.1% | -42.8% |
| 3M | -38.3% | -24.2% | -14.2% | -25.8% |
| 6M | -48.8% | -29.9% | -18.8% | -36.4% |
| YTD | +38.3% | +54.9% | -16.6% | +12.1% |
| 1Y | +119.0% | +68.0% | +51.0% | +70.4% |
| 3Y | +1,092.0% | -0.1% | +1,092.1% | +1,011.0% |
| 5Y | +446.1% | -17.9% | +464.0% | +440.0% |
| All | +446.1% | -17.8% | +463.8% | +440.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling