+73.0%
LHX vs ZM
+46.9%
+26.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -4.8% | -2.7% | -2.1% | -4.8% |
| 30D | -12.7% | -10.0% | -2.8% | -12.8% |
| 3M | -17.6% | +1.6% | -19.2% | -17.6% |
| 6M | -30.7% | +25.0% | -55.7% | -30.5% |
| YTD | -14.3% | +10.6% | -25.0% | -14.2% |
| 1Y | -8.4% | +14.0% | -22.4% | -8.2% |
| 3Y | +56.7% | +32.5% | +24.2% | +57.1% |
| 5Y | +18.5% | -68.3% | +86.8% | +13.1% |
| All | +73.0% | +46.9% | +26.1% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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