+1,618.0%
LITE vs ZTS
+74.8%
+1,543.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.7% | +7.0% | +9.4% |
| 7D | -12.9% | -1.0% | -11.9% | -12.4% |
| 30D | -46.0% | +10.8% | -56.8% | -48.4% |
| 3M | -33.0% | +14.1% | -47.1% | -37.6% |
| 6M | -34.0% | +0.8% | -34.8% | -36.8% |
| YTD | +61.7% | -33.1% | +94.8% | +86.9% |
| 1Y | +148.3% | -30.0% | +178.3% | +179.2% |
| 3Y | +1,408.5% | -49.5% | +1,458.0% | +1,853.4% |
| 5Y | +546.2% | -60.2% | +606.4% | +848.0% |
| All | +1,618.0% | +74.8% | +1,543.2% | +832.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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