+901.5%
LITE vs ZCMD
-100.0%
+1,001.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.7% | +7.7% | +4.0% |
| 7D | -1.5% | -8.0% | +6.5% | -1.6% |
| 30D | +6.7% | -27.9% | +34.5% | +6.4% |
| 3M | -6.8% | -74.6% | +67.8% | -6.9% |
| 6M | +29.4% | -99.5% | +128.9% | +21.3% |
| YTD | +139.1% | -99.7% | +238.8% | +118.7% |
| 1Y | +521.0% | -99.9% | +620.9% | +459.2% |
| 3Y | +1,535.3% | -100.0% | +1,635.3% | +1,352.6% |
| All | +901.5% | -100.0% | +1,001.5% | +808.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling