+5,083.9%
LITE vs ZTS
+67.3%
+5,016.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.6% |
| 3M | -6.8% | -4.0% | -2.8% | -7.4% |
| 6M | +29.4% | -39.1% | +68.6% | +55.6% |
| YTD | +139.1% | -38.8% | +177.9% | +185.4% |
| 1Y | +521.0% | -49.6% | +570.6% | +711.8% |
| 3Y | +1,535.3% | -59.0% | +1,594.3% | +2,220.7% |
| 5Y | +889.8% | -61.8% | +951.6% | +1,326.0% |
| 10Y | +2,400.7% | +61.4% | +2,339.3% | +1,818.6% |
| All | +5,083.9% | +67.3% | +5,016.5% | +3,689.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling