+446.1%
LITE vs Z
-54.8%
+500.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -10.6% | -8.0% | -16.6% |
| 7D | -44.6% | -2.3% | -42.3% | -44.3% |
| 30D | -55.0% | +9.4% | -64.4% | -56.3% |
| 3M | -38.3% | -16.1% | -22.2% | -37.2% |
| 6M | -48.8% | -30.4% | -18.3% | -45.6% |
| YTD | +38.3% | -55.6% | +93.9% | +63.9% |
| 1Y | +119.0% | -58.5% | +177.5% | +165.0% |
| 3Y | +1,092.0% | -19.6% | +1,111.6% | +1,045.3% |
| 5Y | +446.1% | -54.1% | +500.2% | +447.2% |
| All | +446.1% | -54.8% | +500.9% | +447.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling