+901.5%
LITE vs STZ
-33.3%
+934.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.2% |
| 7D | -1.5% | -1.9% | +0.4% | -1.1% |
| 30D | +6.7% | -1.9% | +8.5% | +6.8% |
| 3M | -6.8% | -6.2% | -0.5% | -5.9% |
| 6M | +29.4% | -14.0% | +43.5% | +32.9% |
| YTD | +139.1% | -5.1% | +144.2% | +137.0% |
| 1Y | +521.0% | -9.6% | +530.6% | +523.9% |
| 3Y | +1,535.3% | -47.2% | +1,582.5% | +1,873.6% |
| All | +901.5% | -33.3% | +934.8% | +950.0% |
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