+2,898.2%
LITE vs STX
+1,517.0%
+1,381.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -16.3% | -2.4% | -9.7% |
| 7D | -44.6% | -33.4% | -11.2% | -29.7% |
| 30D | -55.0% | -42.1% | -12.9% | -38.1% |
| 3M | -38.3% | -44.3% | +5.9% | -14.1% |
| 6M | -48.8% | -39.4% | -9.4% | -31.2% |
| YTD | +38.3% | +70.0% | -31.7% | +8.7% |
| 1Y | +119.0% | +70.2% | +48.8% | +73.7% |
| 3Y | +1,092.0% | +585.2% | +506.8% | +400.4% |
| 5Y | +446.1% | +455.7% | -9.6% | +141.9% |
| 10Y | +1,381.7% | +2,007.9% | -626.2% | +316.1% |
| All | +2,898.2% | +1,517.0% | +1,381.3% | +754.2% |
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