+1,493.1%
LITE vs Z
-16.5%
+1,509.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.5% | -8.0% | -5.3% |
| 7D | +10.8% | +0.8% | +9.9% | +10.6% |
| 30D | -33.4% | +5.2% | -38.6% | -34.9% |
| 3M | -32.2% | -17.0% | -15.2% | -30.6% |
| 6M | -42.1% | -22.7% | -19.4% | -40.5% |
| YTD | +61.9% | -56.3% | +118.2% | +89.5% |
| 1Y | +163.0% | -57.7% | +220.6% | +210.2% |
| 3Y | +1,358.0% | -16.5% | +1,374.6% | +1,296.0% |
| 5Y | +549.9% | -53.4% | +603.3% | +583.1% |
| All | +1,493.1% | -16.5% | +1,509.6% | +1,042.0% |
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