+1,568.0%
LITE vs STT
+198.7%
+1,369.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | +22.6% | +5.1% | +17.4% | +19.4% |
| 30D | -36.8% | -0.2% | -36.5% | -36.1% |
| 3M | -33.0% | -8.1% | -24.9% | -29.2% |
| 6M | -37.1% | +16.6% | -53.7% | -41.5% |
| YTD | +69.5% | +37.8% | +31.6% | +43.7% |
| 1Y | +146.1% | +46.8% | +99.3% | +102.7% |
| 3Y | +1,440.8% | +181.2% | +1,259.7% | +826.5% |
| 5Y | +580.4% | +105.1% | +475.3% | +355.9% |
| All | +1,568.0% | +198.7% | +1,369.3% | +707.5% |
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