+1,587.5%
LITE vs Z
-19.5%
+1,607.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.7% | -0.5% |
| 7D | -13.9% | -6.5% | -7.5% | -12.5% |
| 30D | -46.9% | -0.1% | -46.8% | -47.4% |
| 3M | -28.0% | -14.1% | -13.9% | -27.2% |
| 6M | -35.2% | -30.1% | -5.2% | -31.8% |
| YTD | +58.9% | -57.5% | +116.4% | +87.2% |
| 1Y | +125.3% | -60.3% | +185.6% | +170.4% |
| 3Y | +1,344.4% | -21.0% | +1,365.5% | +1,301.4% |
| 5Y | +541.2% | -54.9% | +596.1% | +579.2% |
| 10Y | +1,587.5% | -16.0% | +1,603.5% | +1,095.8% |
| All | +1,587.5% | -19.5% | +1,607.0% | +1,095.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling