+163.0%
LITE vs STT
+46.7%
+116.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.3% | -4.3% |
| 7D | +10.8% | +4.8% | +6.0% | +5.8% |
| 30D | -33.4% | +3.9% | -37.4% | -34.8% |
| 3M | -32.2% | -8.2% | -24.1% | -26.4% |
| 6M | -42.1% | +15.6% | -57.7% | -46.8% |
| YTD | +61.9% | +37.6% | +24.2% | +21.0% |
| 1Y | +163.0% | +50.1% | +112.9% | +72.4% |
| All | +163.0% | +46.7% | +116.3% | +72.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling