+1,402.3%
LITE vs STT
+204.5%
+1,197.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.6% |
| 7D | -35.9% | -2.5% | -33.5% | -34.8% |
| 30D | -51.5% | -5.0% | -46.6% | -49.7% |
| 3M | -35.7% | -10.5% | -25.3% | -31.2% |
| 6M | -43.0% | +10.0% | -53.0% | -45.3% |
| YTD | +46.1% | +30.7% | +15.4% | +27.4% |
| 1Y | +124.7% | +43.8% | +80.9% | +87.3% |
| 3Y | +1,172.1% | +168.1% | +1,004.0% | +685.9% |
| 5Y | +477.0% | +101.4% | +375.6% | +291.4% |
| All | +1,402.3% | +204.5% | +1,197.8% | +704.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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