+786.6%
LITE vs ZM
+38.3%
+748.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.2% | +4.5% | +5.5% |
| 7D | -35.9% | -5.9% | -30.1% | -35.1% |
| 30D | -51.5% | -5.2% | -46.4% | -50.8% |
| 3M | -35.7% | -11.3% | -24.5% | -34.4% |
| 6M | -43.0% | -14.5% | -28.5% | -41.6% |
| YTD | +46.1% | +4.2% | +42.0% | +43.1% |
| 1Y | +124.7% | +9.3% | +115.4% | +117.9% |
| 3Y | +1,172.1% | +45.4% | +1,126.7% | +1,068.3% |
| 5Y | +477.0% | -66.0% | +543.1% | +503.6% |
| All | +786.6% | +38.3% | +748.3% | +738.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling