+5,083.9%
LITE vs STT
+226.9%
+4,856.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | -1.5% | +0.5% | -2.0% | -1.8% |
| 30D | +6.7% | +3.9% | +2.8% | +4.6% |
| 3M | -6.8% | +20.0% | -26.7% | -14.9% |
| 6M | +29.4% | +55.3% | -25.9% | +3.5% |
| YTD | +139.1% | +53.3% | +85.8% | +91.7% |
| 1Y | +521.0% | +74.7% | +446.3% | +368.0% |
| 3Y | +1,535.3% | +205.8% | +1,329.5% | +855.7% |
| 5Y | +889.8% | +145.0% | +744.8% | +513.4% |
| 10Y | +2,400.7% | +266.0% | +2,134.7% | +1,099.5% |
| All | +5,083.9% | +226.9% | +4,856.9% | +2,283.7% |
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 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