+36.2%
LHX vs ZCMD
-100.0%
+136.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.0% | -6.1% | -2.1% |
| 7D | -3.7% | -4.1% | +0.4% | -3.7% |
| 30D | -13.2% | -22.7% | +9.6% | -13.1% |
| 3M | -18.4% | -62.5% | +44.1% | -18.9% |
| 6M | -32.0% | -99.5% | +67.5% | -31.4% |
| YTD | -13.6% | -99.7% | +86.1% | -12.4% |
| 1Y | -6.0% | -99.9% | +93.9% | -3.9% |
| 3Y | +57.9% | -100.0% | +157.9% | +64.3% |
| 5Y | +19.2% | -100.0% | +119.2% | +24.2% |
| All | +36.2% | -100.0% | +136.2% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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