+3,586.8%
LITE vs STT
+191.8%
+3,394.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.2% | -10.0% | -9.0% |
| 7D | -31.4% | -0.1% | -31.3% | -31.4% |
| 30D | -42.6% | -1.7% | -40.9% | -41.9% |
| 3M | -26.2% | -6.4% | -19.8% | -23.5% |
| 6M | -35.8% | +17.7% | -53.5% | -40.8% |
| YTD | +70.0% | +36.9% | +33.2% | +44.9% |
| 1Y | +232.7% | +52.0% | +180.7% | +170.5% |
| 3Y | +1,365.7% | +178.6% | +1,187.2% | +802.6% |
| 5Y | +609.5% | +109.1% | +500.4% | +378.2% |
| 10Y | +1,721.9% | +226.1% | +1,495.9% | +828.6% |
| All | +3,586.8% | +191.8% | +3,394.9% | +1,702.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling