+125.3%
LITE vs STZ
+17.1%
+108.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -13.9% | +5.3% | -19.2% | -11.4% |
| 30D | -46.9% | +19.6% | -66.5% | -41.9% |
| 3M | -28.0% | +10.0% | -38.0% | -22.0% |
| 6M | -35.2% | -0.3% | -35.0% | -29.6% |
| YTD | +58.9% | +8.6% | +50.3% | +77.1% |
| 1Y | +125.3% | +16.6% | +108.7% | +172.1% |
| All | +125.3% | +17.1% | +108.3% | +172.1% |
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