+966.8%
LITE vs ZM
+50.9%
+915.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +7.9% | +2.8% | +9.2% |
| 7D | +3.4% | +6.8% | -3.4% | +2.4% |
| 30D | -34.9% | +0.1% | -35.0% | -34.6% |
| 3M | -21.0% | -7.5% | -13.5% | -19.9% |
| 6M | -38.5% | -8.4% | -30.0% | -37.7% |
| YTD | +75.8% | +13.7% | +62.2% | +69.6% |
| 1Y | +156.7% | +15.9% | +140.7% | +146.4% |
| 3Y | +1,498.6% | +58.0% | +1,440.5% | +1,346.7% |
| 5Y | +610.9% | -60.4% | +671.3% | +628.7% |
| All | +966.8% | +50.9% | +915.9% | +893.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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