+490.8%
LITE vs STM
-15.6%
+506.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.4% | +1.2% | +3.0% |
| 7D | -35.9% | -10.7% | -25.2% | -30.9% |
| 30D | -51.5% | -25.7% | -25.8% | -41.4% |
| 3M | -35.7% | -21.6% | -14.2% | -24.3% |
| 6M | -43.0% | -27.8% | -15.2% | -30.4% |
| YTD | +46.1% | +61.8% | -15.6% | +15.4% |
| 1Y | +124.7% | +78.1% | +46.6% | +69.1% |
| 3Y | +1,172.1% | +4.9% | +1,167.2% | +1,052.2% |
| All | +490.8% | -15.6% | +506.4% | +481.6% |
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