+1,533.3%
LITE vs STT
+211.9%
+1,321.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.2% | +7.5% | +8.9% |
| 7D | -12.9% | +0.9% | -13.8% | -12.9% |
| 30D | -46.0% | -2.3% | -43.6% | -44.7% |
| 3M | -33.0% | -7.0% | -26.0% | -29.7% |
| 6M | -34.0% | +15.5% | -49.5% | -38.3% |
| YTD | +61.7% | +35.6% | +26.1% | +38.3% |
| 1Y | +148.3% | +47.9% | +100.4% | +103.9% |
| 3Y | +1,408.5% | +181.1% | +1,227.4% | +808.9% |
| 5Y | +546.2% | +108.2% | +438.0% | +330.5% |
| 10Y | +1,533.3% | +201.0% | +1,332.3% | +719.2% |
| All | +1,533.3% | +211.9% | +1,321.5% | +719.2% |
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