+2,259.5%
LITE vs ZTS
+60.9%
+2,198.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.2% |
| 7D | -1.5% | -2.0% | +0.4% | -0.8% |
| 30D | +6.7% | +1.9% | +4.7% | +4.5% |
| 3M | -6.8% | -4.0% | -2.8% | -7.5% |
| 6M | +29.4% | -39.1% | +68.6% | +57.4% |
| YTD | +139.1% | -38.8% | +177.9% | +188.6% |
| 1Y | +521.0% | -49.6% | +570.6% | +726.1% |
| 3Y | +1,535.3% | -59.0% | +1,594.3% | +2,275.1% |
| 5Y | +889.8% | -61.8% | +951.6% | +1,363.3% |
| All | +2,259.5% | +60.9% | +2,198.6% | +1,387.0% |
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