+1,172.1%
LITE vs ZM
+42.4%
+1,129.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.2% | +4.5% | +5.3% |
| 7D | -35.9% | -5.9% | -30.1% | -34.6% |
| 30D | -51.5% | -5.2% | -46.4% | -50.5% |
| 3M | -35.7% | -11.3% | -24.5% | -34.0% |
| 6M | -43.0% | -14.5% | -28.5% | -40.6% |
| YTD | +46.1% | +4.2% | +42.0% | +42.0% |
| 1Y | +124.7% | +9.3% | +115.4% | +113.3% |
| 3Y | +1,172.1% | +45.4% | +1,126.7% | +957.0% |
| All | +1,172.1% | +42.4% | +1,129.7% | +957.0% |
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 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