+1,563.7%
LITE vs STX
+1,146.4%
+417.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.3% | -2.3% | -0.7% |
| 7D | -1.5% | +2.4% | -3.9% | -3.2% |
| 30D | +6.7% | +1.4% | +5.3% | +5.6% |
| 3M | -6.8% | -8.2% | +1.5% | -1.7% |
| 6M | +29.4% | +127.0% | -97.6% | -27.6% |
| YTD | +139.1% | +209.1% | -70.1% | -0.4% |
| 1Y | +521.0% | +365.4% | +155.6% | +89.8% |
| All | +1,563.7% | +1,146.4% | +417.3% | +140.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling