+1,493.1%
LITE vs STX
+2,020.3%
-527.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.1% | -1.4% | -2.5% |
| 7D | +10.8% | +14.6% | -3.8% | +2.0% |
| 30D | -33.4% | -26.0% | -7.5% | -17.9% |
| 3M | -32.2% | -42.6% | +10.4% | -3.0% |
| 6M | -42.1% | -35.3% | -6.8% | -23.3% |
| YTD | +61.9% | +92.5% | -30.6% | +10.8% |
| 1Y | +163.0% | +102.4% | +60.6% | +75.9% |
| 3Y | +1,358.0% | +673.8% | +684.2% | +365.3% |
| 5Y | +549.9% | +463.1% | +86.9% | +134.3% |
| All | +1,493.1% | +2,020.3% | -527.2% | +202.4% |
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