+490.8%
LITE vs STZ
-29.7%
+520.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +5.8% |
| 7D | -35.9% | +4.9% | -40.8% | -36.2% |
| 30D | -51.5% | +20.9% | -72.4% | -52.9% |
| 3M | -35.7% | +8.0% | -43.7% | -36.5% |
| 6M | -43.0% | -5.3% | -37.7% | -42.0% |
| YTD | +46.1% | +5.9% | +40.2% | +42.5% |
| 1Y | +124.7% | +14.2% | +110.5% | +113.8% |
| 3Y | +1,172.1% | -37.0% | +1,209.0% | +1,354.2% |
| All | +490.8% | -29.7% | +520.5% | +545.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling