+1,103.8%
LITE vs STT
+164.8%
+939.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.7% | -14.0% | -14.0% |
| 7D | -44.6% | -4.9% | -39.7% | -41.3% |
| 30D | -55.0% | -6.0% | -49.0% | -51.6% |
| 3M | -38.3% | -11.7% | -26.6% | -29.8% |
| 6M | -48.8% | +11.7% | -60.4% | -53.2% |
| YTD | +38.3% | +30.4% | +7.9% | +7.1% |
| 1Y | +119.0% | +43.9% | +75.1% | +55.3% |
| All | +1,103.8% | +164.8% | +939.0% | +302.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling