+901.5%
LITE vs ZM
-66.0%
+967.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.3% | +0.7% | +3.1% |
| 7D | -1.5% | +2.9% | -4.5% | -2.4% |
| 30D | +6.7% | +0.7% | +6.0% | +5.7% |
| 3M | -6.8% | -3.7% | -3.1% | -6.6% |
| 6M | +29.4% | +29.9% | -0.4% | +17.1% |
| YTD | +139.1% | +17.4% | +121.7% | +120.5% |
| 1Y | +521.0% | +22.4% | +498.6% | +461.7% |
| 3Y | +1,535.3% | +41.3% | +1,494.0% | +1,288.0% |
| All | +901.5% | -66.0% | +967.6% | +844.3% |
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