+232.7%
LITE vs Z
-54.2%
+286.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +9.4% | -17.3% | -4.5% |
| 7D | -31.4% | +10.2% | -41.6% | -28.5% |
| 30D | -42.6% | +23.7% | -66.3% | -37.7% |
| 3M | -26.2% | -6.6% | -19.7% | -24.7% |
| 6M | -35.8% | -23.0% | -12.8% | -32.2% |
| YTD | +70.0% | -50.3% | +120.3% | +75.4% |
| 1Y | +232.7% | -53.6% | +286.3% | +254.1% |
| All | +232.7% | -54.2% | +286.9% | +254.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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