+580.4%
LITE vs ZM
-60.7%
+641.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | +22.6% | +10.0% | +12.6% | +19.1% |
| 30D | -36.8% | -0.5% | -36.3% | -36.2% |
| 3M | -33.0% | -7.1% | -25.9% | -31.6% |
| 6M | -37.1% | -5.1% | -31.9% | -36.5% |
| YTD | +69.5% | +13.2% | +56.2% | +58.5% |
| 1Y | +146.1% | +15.3% | +130.8% | +127.9% |
| 3Y | +1,440.8% | +57.4% | +1,383.4% | +1,160.4% |
| 5Y | +580.4% | -61.7% | +642.1% | +578.0% |
| All | +580.4% | -60.7% | +641.1% | +578.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling