+552.8%
LITE vs STX
+488.1%
+64.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +9.8% | +0.9% | +3.8% |
| 7D | -12.9% | -14.8% | +1.9% | -1.9% |
| 30D | -46.0% | -35.4% | -10.6% | -25.4% |
| 3M | -33.0% | -37.7% | +4.6% | -6.4% |
| 6M | -34.0% | -35.2% | +1.2% | -10.4% |
| YTD | +61.7% | +84.4% | -22.6% | +7.7% |
| 1Y | +148.3% | +82.3% | +66.0% | +67.9% |
| 3Y | +1,408.5% | +646.2% | +762.3% | +331.7% |
| All | +552.8% | +488.1% | +64.7% | +109.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling