+1,009.8%
LITE vs AZO
+93.0%
+916.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.1% | +12.1% | +11.1% |
| 7D | +12.6% | -0.5% | +13.1% | +12.6% |
| 30D | +9.9% | -5.6% | +15.5% | +10.4% |
| 3M | +9.3% | -4.0% | +13.3% | +9.2% |
| 6M | +75.2% | -18.9% | +94.2% | +79.7% |
| YTD | +165.5% | -13.0% | +178.5% | +170.0% |
| 1Y | +555.0% | -30.4% | +585.4% | +590.6% |
| 3Y | +1,870.5% | +12.7% | +1,857.8% | +1,682.4% |
| 5Y | +1,009.8% | +89.6% | +920.2% | +745.3% |
| All | +1,009.8% | +93.0% | +916.8% | +745.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling