+1,402.3%
LITE vs VZ
+65.8%
+1,336.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +5.6% |
| 7D | -35.9% | +2.1% | -38.1% | -35.9% |
| 30D | -51.5% | +1.4% | -52.9% | -51.4% |
| 3M | -35.7% | -1.3% | -34.5% | -35.7% |
| 6M | -43.0% | -0.5% | -42.4% | -42.9% |
| YTD | +46.1% | +19.6% | +26.5% | +43.0% |
| 1Y | +124.7% | +22.4% | +102.3% | +119.1% |
| 3Y | +1,172.1% | +55.9% | +1,116.2% | +1,039.0% |
| 5Y | +477.0% | +20.4% | +456.6% | +447.2% |
| All | +1,402.3% | +65.8% | +1,336.5% | +1,206.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VZ.
Daily Out/Under-Performance
Portfolio return minus VZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VZ 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 10y: compounded portfolio wealth divided by compounded VZ 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…
10y analysis · Full analysis span regression · 6 months rolling