+1,493.1%
LITE vs ZTS
+80.8%
+1,412.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.5% | -4.9% |
| 7D | +10.8% | +5.6% | +5.2% | +8.7% |
| 30D | -33.4% | +12.1% | -45.5% | -36.6% |
| 3M | -32.2% | +11.3% | -43.5% | -35.9% |
| 6M | -42.1% | +14.3% | -56.4% | -47.3% |
| YTD | +61.9% | -31.9% | +93.7% | +85.9% |
| 1Y | +163.0% | -29.3% | +192.2% | +195.2% |
| 3Y | +1,358.0% | -48.0% | +1,406.1% | +1,765.5% |
| 5Y | +549.9% | -58.9% | +608.8% | +839.4% |
| All | +1,493.1% | +80.8% | +1,412.3% | +614.0% |
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