+5,083.9%
LITE vs AZO
+338.7%
+4,745.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.9% |
| 7D | -1.5% | +0.7% | -2.3% | -1.7% |
| 30D | +6.7% | -2.7% | +9.4% | +7.2% |
| 3M | -6.8% | -3.2% | -3.6% | -7.0% |
| 6M | +29.4% | -19.7% | +49.2% | +35.1% |
| YTD | +139.1% | -12.0% | +151.1% | +143.7% |
| 1Y | +521.0% | -29.5% | +550.5% | +566.9% |
| 3Y | +1,535.3% | +17.3% | +1,517.9% | +1,382.6% |
| 5Y | +889.8% | +94.1% | +795.8% | +654.3% |
| 10Y | +2,400.7% | +303.3% | +2,097.4% | +1,587.0% |
| All | +5,083.9% | +338.7% | +4,745.2% | +3,464.0% |
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