+446.1%
LITE vs STT
+97.1%
+349.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.7% | -14.0% | -15.5% |
| 7D | -44.6% | -4.9% | -39.7% | -42.3% |
| 30D | -55.0% | -6.0% | -49.0% | -52.7% |
| 3M | -38.3% | -11.7% | -26.6% | -32.5% |
| 6M | -48.8% | +11.7% | -60.4% | -51.7% |
| YTD | +38.3% | +30.4% | +7.9% | +17.5% |
| 1Y | +119.0% | +43.9% | +75.1% | +76.1% |
| 3Y | +1,092.0% | +165.4% | +926.6% | +589.0% |
| 5Y | +446.1% | +101.0% | +345.1% | +241.0% |
| All | +446.1% | +97.1% | +349.0% | +241.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling