+3,658.0%
LITE vs Z
+25.1%
+3,632.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.1% | +4.5% |
| 7D | -1.5% | -3.0% | +1.5% | -0.9% |
| 30D | +6.7% | -4.2% | +10.8% | +6.7% |
| 3M | -6.8% | -3.7% | -3.1% | -7.9% |
| 6M | +29.4% | -24.5% | +54.0% | +35.5% |
| YTD | +139.1% | -49.3% | +188.4% | +171.6% |
| 1Y | +521.0% | -58.7% | +579.7% | +638.9% |
| 3Y | +1,535.3% | -34.1% | +1,569.4% | +1,592.9% |
| 5Y | +889.8% | -64.5% | +954.4% | +1,000.9% |
| 10Y | +2,400.7% | -0.5% | +2,401.2% | +1,904.9% |
| All | +3,658.0% | +25.1% | +3,632.9% | +2,975.3% |
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