+1,159.8%
LITE vs ZS
+517.5%
+642.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.5% | +8.5% | +5.0% |
| 7D | -1.5% | -7.8% | +6.3% | +0.1% |
| 30D | +6.7% | +5.0% | +1.6% | +4.8% |
| 3M | -6.8% | +25.5% | -32.3% | -12.2% |
| 6M | +29.4% | +8.7% | +20.7% | +20.8% |
| YTD | +139.1% | -24.5% | +163.6% | +141.3% |
| 1Y | +521.0% | -36.7% | +557.7% | +555.1% |
| 3Y | +1,535.3% | +7.2% | +1,528.1% | +1,398.8% |
| 5Y | +889.8% | -40.9% | +930.8% | +861.2% |
| All | +1,159.8% | +517.5% | +642.4% | +609.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling