+2,572.7%
LITE vs Z
+22.6%
+2,550.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +9.4% | -17.3% | -9.8% |
| 7D | -31.4% | +10.2% | -41.6% | -33.1% |
| 30D | -42.6% | +23.7% | -66.3% | -45.9% |
| 3M | -26.2% | -6.6% | -19.7% | -27.0% |
| 6M | -35.8% | -23.0% | -12.8% | -34.2% |
| YTD | +70.0% | -50.3% | +120.3% | +90.9% |
| 1Y | +232.7% | -53.6% | +286.3% | +279.8% |
| 3Y | +1,365.7% | -10.1% | +1,375.8% | +1,289.0% |
| 5Y | +609.5% | -49.8% | +659.2% | +630.2% |
| 10Y | +1,721.9% | -1.6% | +1,723.5% | +1,342.1% |
| All | +2,572.7% | +22.6% | +2,550.1% | +2,061.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling