+521.0%
LITE vs STZ
-10.2%
+531.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +3.9% |
| 7D | -1.5% | -1.9% | +0.4% | -1.7% |
| 30D | +6.7% | -1.9% | +8.5% | +6.4% |
| 3M | -6.8% | -6.2% | -0.5% | -6.8% |
| 6M | +29.4% | -14.0% | +43.5% | +29.5% |
| YTD | +139.1% | -5.1% | +144.2% | +140.4% |
| 1Y | +521.0% | -9.6% | +530.6% | +523.1% |
| All | +521.0% | -10.2% | +531.2% | +523.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling