+129.4%
LITE vs STZ
+17.1%
+112.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.5% | +8.2% | +12.0% |
| 7D | -12.9% | +3.4% | -16.3% | -11.2% |
| 30D | -46.0% | +19.6% | -65.6% | -40.9% |
| 3M | -33.0% | +8.0% | -41.1% | -27.5% |
| 6M | -34.0% | -0.3% | -33.8% | -28.3% |
| YTD | +61.7% | +8.6% | +53.2% | +80.3% |
| All | +129.4% | +17.1% | +112.3% | +177.1% |
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