-43.0%
LITE vs STX
-39.9%
-3.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +6.7% |
| 7D | -35.9% | -28.5% | -7.5% | -13.4% |
| 30D | -51.5% | -42.9% | -8.6% | -21.1% |
| 3M | -35.7% | -45.9% | +10.2% | +5.7% |
| 6M | -43.0% | -41.3% | -1.7% | -20.8% |
| All | -43.0% | -39.9% | -3.0% | -20.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling