+881.3%
LITE vs ZM
+41.1%
+840.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.0% | +8.7% | +10.3% |
| 7D | -12.9% | -0.3% | -12.6% | -12.7% |
| 30D | -46.0% | -6.2% | -39.8% | -45.1% |
| 3M | -33.0% | -12.2% | -20.8% | -31.5% |
| 6M | -34.0% | -16.0% | -18.0% | -32.2% |
| YTD | +61.7% | +6.3% | +55.5% | +57.9% |
| 1Y | +148.3% | +12.3% | +136.0% | +139.6% |
| 3Y | +1,408.5% | +51.2% | +1,357.3% | +1,276.3% |
| 5Y | +546.2% | -64.5% | +610.7% | +572.4% |
| All | +881.3% | +41.1% | +840.2% | +825.0% |
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