+2,547.9%
LITE vs AZO
+301.5%
+2,246.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.4% | +1.4% |
| 7D | +13.6% | -0.8% | +14.4% | +13.8% |
| 30D | +21.6% | -5.1% | +26.7% | +22.7% |
| 3M | +20.3% | -7.2% | +27.6% | +21.4% |
| 6M | +54.4% | -20.7% | +75.1% | +61.5% |
| YTD | +168.3% | -14.2% | +182.5% | +175.1% |
| 1Y | +551.8% | -32.2% | +584.0% | +608.3% |
| 3Y | +1,891.5% | +11.1% | +1,880.4% | +1,721.9% |
| 5Y | +1,014.7% | +87.6% | +927.1% | +741.2% |
| All | +2,547.9% | +301.5% | +2,246.3% | +1,764.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 10y: compounded portfolio wealth divided by compounded AZO 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…
10y analysis · Full analysis span regression · 6 months rolling