+5,083.9%
LITE vs STX
+2,841.2%
+2,242.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.3% | -2.3% | +0.6% |
| 7D | -1.5% | +2.4% | -3.9% | -2.7% |
| 30D | +6.7% | +1.4% | +5.3% | +6.1% |
| 3M | -6.8% | -8.2% | +1.5% | -2.2% |
| 6M | +29.4% | +127.0% | -97.6% | -12.8% |
| YTD | +139.1% | +209.1% | -70.1% | +34.4% |
| 1Y | +521.0% | +365.4% | +155.6% | +189.3% |
| 3Y | +1,535.3% | +1,135.4% | +399.9% | +391.0% |
| 5Y | +889.8% | +991.5% | -101.7% | +203.2% |
| 10Y | +2,400.7% | +3,695.8% | -1,295.1% | +404.0% |
| All | +5,083.9% | +2,841.2% | +2,242.6% | +955.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling