+2,898.2%
LITE vs STZ
+45.2%
+2,853.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.6% | -18.0% | -18.5% |
| 7D | -44.6% | +11.8% | -56.4% | -46.4% |
| 30D | -55.0% | +26.0% | -81.0% | -58.3% |
| 3M | -38.3% | +11.5% | -49.8% | -41.1% |
| 6M | -48.8% | -2.0% | -46.8% | -49.4% |
| YTD | +38.3% | +7.9% | +30.4% | +31.0% |
| 1Y | +119.0% | +13.9% | +105.1% | +103.1% |
| 3Y | +1,092.0% | -35.8% | +1,127.9% | +1,230.2% |
| 5Y | +446.1% | -28.4% | +474.5% | +481.2% |
| 10Y | +1,381.7% | +7.1% | +1,374.6% | +1,234.4% |
| All | +2,898.2% | +45.2% | +2,853.0% | +2,133.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling