+1,402.3%
LITE vs STX
+1,948.1%
-545.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +6.4% |
| 7D | -35.9% | -28.5% | -7.5% | -19.8% |
| 30D | -51.5% | -42.9% | -8.6% | -29.7% |
| 3M | -35.7% | -45.9% | +10.2% | -5.0% |
| 6M | -43.0% | -41.3% | -1.7% | -19.4% |
| YTD | +46.1% | +67.9% | -21.8% | +8.8% |
| 1Y | +124.7% | +66.5% | +58.2% | +69.7% |
| 3Y | +1,172.1% | +588.0% | +584.1% | +338.2% |
| 5Y | +477.0% | +449.1% | +28.0% | +113.8% |
| All | +1,402.3% | +1,948.1% | -545.7% | +198.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STX.
Daily Out/Under-Performance
Portfolio return minus STX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STX 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 10y: compounded portfolio wealth divided by compounded STX 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…
10y analysis · Full analysis span regression · 6 months rolling