+3,406.8%
LITE vs ZBH
+13.3%
+3,393.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.6% | +8.1% | +9.9% |
| 7D | -12.9% | +11.3% | -24.2% | -15.8% |
| 30D | -46.0% | +21.5% | -67.5% | -49.5% |
| 3M | -33.0% | +12.5% | -45.5% | -36.3% |
| 6M | -34.0% | +32.3% | -66.3% | -41.9% |
| YTD | +61.7% | +21.4% | +40.3% | +46.4% |
| 1Y | +148.3% | +23.7% | +124.6% | +123.3% |
| 3Y | +1,408.5% | +7.0% | +1,401.5% | +1,270.5% |
| 5Y | +546.2% | -13.2% | +559.4% | +540.0% |
| 10Y | +1,533.3% | +19.3% | +1,514.0% | +1,241.0% |
| All | +3,406.8% | +13.3% | +3,393.5% | +3,249.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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