+1,331.0%
LITE vs ZM
+46.7%
+1,284.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | -13.9% | -1.0% | -12.9% | -13.5% |
| 30D | -46.9% | -7.0% | -39.9% | -45.6% |
| 3M | -28.0% | -15.2% | -12.8% | -25.1% |
| 6M | -35.2% | -16.8% | -18.5% | -32.0% |
| YTD | +58.9% | +5.4% | +53.5% | +54.1% |
| 1Y | +125.3% | +9.3% | +116.0% | +114.5% |
| All | +1,331.0% | +46.7% | +1,284.3% | +1,131.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling