+863.9%
LITE vs ZM
+39.9%
+824.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | -13.9% | -1.0% | -12.9% | -13.6% |
| 30D | -46.9% | -7.0% | -39.9% | -46.0% |
| 3M | -28.0% | -15.2% | -12.8% | -25.9% |
| 6M | -35.2% | -16.8% | -18.5% | -33.3% |
| YTD | +58.9% | +5.4% | +53.5% | +55.4% |
| 1Y | +125.3% | +9.3% | +116.0% | +118.5% |
| 3Y | +1,344.4% | +46.5% | +1,297.9% | +1,224.9% |
| 5Y | +541.2% | -63.8% | +605.0% | +566.8% |
| All | +863.9% | +39.9% | +824.0% | +810.0% |
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 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