+737.1%
LITE vs ZS
+608.8%
+128.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.3% |
| 7D | -13.9% | -13.4% | -0.5% | -10.9% |
| 30D | -46.9% | -16.6% | -30.3% | -44.5% |
| 3M | -28.0% | +10.3% | -38.3% | -30.0% |
| 6M | -35.2% | +28.1% | -63.3% | -41.0% |
| YTD | +58.9% | -13.3% | +72.2% | +55.3% |
| 1Y | +125.3% | -40.7% | +166.1% | +143.3% |
| 3Y | +1,344.4% | +11.4% | +1,333.1% | +1,213.3% |
| 5Y | +541.2% | -42.2% | +583.3% | +525.3% |
| All | +737.1% | +608.8% | +128.3% | +356.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 10y: compounded portfolio wealth divided by compounded ZS 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…
10y analysis · Full analysis span regression · 6 months rolling