+490.8%
LITE vs Z
-55.4%
+546.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.4% | +8.1% | +6.2% |
| 7D | -35.9% | -4.6% | -31.4% | -35.4% |
| 30D | -51.5% | +8.3% | -59.8% | -52.8% |
| 3M | -35.7% | -11.6% | -24.1% | -35.5% |
| 6M | -43.0% | -33.6% | -9.3% | -38.8% |
| YTD | +46.1% | -56.7% | +102.8% | +74.1% |
| 1Y | +124.7% | -59.1% | +183.8% | +172.4% |
| 3Y | +1,172.1% | -20.4% | +1,192.4% | +1,122.1% |
| All | +490.8% | -55.4% | +546.2% | +501.6% |
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