+562.5%
LITE vs ZCMD
-100.0%
+662.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.2% | -1.3% | -4.5% |
| 7D | +10.8% | -7.7% | +18.5% | +10.7% |
| 30D | -33.4% | -34.8% | +1.3% | -33.6% |
| 3M | -32.2% | -56.3% | +24.1% | -32.6% |
| 6M | -42.1% | -99.7% | +57.6% | -46.0% |
| YTD | +61.9% | -99.9% | +161.7% | +47.1% |
| 1Y | +163.0% | -99.9% | +262.9% | +136.8% |
| 3Y | +1,358.0% | -100.0% | +1,458.0% | +1,178.7% |
| All | +562.5% | -100.0% | +662.5% | +509.8% |
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