+3,344.5%
LITE vs AZO
+373.1%
+2,971.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.6% |
| 7D | -13.9% | +0.5% | -14.5% | -14.1% |
| 30D | -46.9% | +9.4% | -56.4% | -48.1% |
| 3M | -28.0% | +4.9% | -32.9% | -29.2% |
| 6M | -35.2% | -8.0% | -27.2% | -34.7% |
| YTD | +58.9% | -5.1% | +64.0% | +58.6% |
| 1Y | +125.3% | -13.7% | +139.0% | +129.8% |
| 3Y | +1,344.4% | +19.1% | +1,325.4% | +1,208.5% |
| 5Y | +541.2% | +71.0% | +470.1% | +410.1% |
| 10Y | +1,587.5% | +331.1% | +1,256.4% | +1,015.3% |
| All | +3,344.5% | +373.1% | +2,971.4% | +2,219.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling