-4.1%
LHX vs ZS
-37.1%
+33.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -1.6% |
| 7D | -2.0% | -7.8% | +5.9% | -1.8% |
| 30D | -9.9% | +5.0% | -15.0% | -10.0% |
| 3M | -16.5% | +25.5% | -42.0% | -16.8% |
| 6M | -29.6% | +8.7% | -38.3% | -29.3% |
| YTD | -11.6% | -24.5% | +12.9% | -9.5% |
| 1Y | -4.1% | -36.7% | +32.6% | +0.3% |
| All | -4.1% | -37.1% | +33.0% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 1y: compounded portfolio wealth divided by compounded ZS 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…
1y analysis · Full analysis span regression · 6 months rolling