+1,563.7%
LITE vs STT
+207.1%
+1,356.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.8% |
| 7D | -1.5% | +0.5% | -2.0% | -2.0% |
| 30D | +6.7% | +3.9% | +2.8% | +2.9% |
| 3M | -6.8% | +20.0% | -26.7% | -21.1% |
| 6M | +29.4% | +55.3% | -25.9% | -14.8% |
| YTD | +139.1% | +53.3% | +85.8% | +57.5% |
| 1Y | +521.0% | +74.7% | +446.3% | +261.8% |
| All | +1,563.7% | +207.1% | +1,356.5% | +429.8% |
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 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