+546.2%
LITE vs AZO
+78.2%
+468.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.1% | +9.6% | +10.7% |
| 7D | -12.9% | -0.1% | -12.8% | -12.9% |
| 30D | -46.0% | +10.6% | -56.6% | -46.2% |
| 3M | -33.0% | +4.0% | -37.0% | -33.0% |
| 6M | -34.0% | -7.0% | -27.0% | -33.0% |
| YTD | +61.7% | -4.1% | +65.9% | +64.0% |
| 1Y | +148.3% | -12.6% | +160.8% | +154.7% |
| 3Y | +1,408.5% | +21.4% | +1,387.1% | +1,268.7% |
| 5Y | +546.2% | +74.2% | +472.0% | +398.8% |
| All | +546.2% | +78.2% | +468.0% | +398.8% |
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