+666.3%
LITE vs ZCMD
-100.0%
+766.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.6% | +8.1% | +10.7% |
| 7D | -12.9% | +9.1% | -21.9% | -12.9% |
| 30D | -46.0% | -37.1% | -8.9% | -45.9% |
| 3M | -33.0% | -53.7% | +20.7% | -33.0% |
| 6M | -34.0% | -99.7% | +65.6% | -34.8% |
| YTD | +61.7% | -99.9% | +161.6% | +58.8% |
| 1Y | +148.3% | -99.9% | +248.2% | +143.6% |
| 3Y | +1,408.5% | -100.0% | +1,508.5% | +1,459.9% |
| 5Y | +546.2% | -100.0% | +646.2% | +584.9% |
| All | +666.3% | -100.0% | +766.3% | +968.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 10y: compounded portfolio wealth divided by compounded ZCMD 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…
10y analysis · Full analysis span regression · 6 months rolling