+2,898.2%
LITE vs STM
+490.3%
+2,408.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -12.4% | -6.3% | -11.8% |
| 7D | -44.6% | -20.1% | -24.5% | -36.7% |
| 30D | -55.0% | -32.0% | -23.1% | -43.7% |
| 3M | -38.3% | -24.2% | -14.2% | -26.7% |
| 6M | -48.8% | -29.9% | -18.8% | -37.2% |
| YTD | +38.3% | +54.9% | -16.6% | +12.2% |
| 1Y | +119.0% | +68.0% | +51.0% | +70.6% |
| 3Y | +1,092.0% | -0.1% | +1,092.1% | +1,033.6% |
| 5Y | +446.1% | -17.9% | +464.0% | +449.0% |
| 10Y | +1,381.7% | +392.2% | +989.4% | +649.5% |
| All | +2,898.2% | +490.3% | +2,408.0% | +1,263.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling