+1,499.9%
LITE vs STX
+1,985.1%
-485.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.2% |
| 7D | -13.9% | -17.3% | +3.4% | -2.2% |
| 30D | -46.9% | -35.9% | -11.0% | -28.3% |
| 3M | -28.0% | -37.3% | +9.3% | -2.5% |
| 6M | -35.2% | -35.8% | +0.6% | -13.4% |
| YTD | +58.9% | +82.7% | -23.9% | +12.2% |
| 1Y | +125.3% | +71.6% | +53.7% | +66.2% |
| 3Y | +1,344.4% | +635.3% | +709.2% | +375.1% |
| 5Y | +541.2% | +483.8% | +57.4% | +127.5% |
| All | +1,499.9% | +1,985.1% | -485.1% | +211.0% |
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