+1,499.9%
LITE vs STZ
+13.9%
+1,486.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -13.9% | +5.3% | -19.2% | -15.1% |
| 30D | -46.9% | +19.6% | -66.5% | -50.0% |
| 3M | -28.0% | +10.0% | -38.0% | -31.1% |
| 6M | -35.2% | -0.3% | -35.0% | -36.4% |
| YTD | +58.9% | +8.6% | +50.3% | +49.8% |
| 1Y | +125.3% | +16.6% | +108.7% | +106.6% |
| 3Y | +1,344.4% | -34.8% | +1,379.2% | +1,514.0% |
| 5Y | +541.2% | -27.8% | +569.0% | +582.5% |
| All | +1,499.9% | +13.9% | +1,486.0% | +1,207.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling