+18.7%
LHX vs ZS
-38.5%
+57.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.8% | -1.2% |
| 7D | -4.3% | -3.1% | -1.2% | -4.1% |
| 30D | -15.1% | -7.2% | -7.9% | -14.9% |
| 3M | -21.0% | +30.5% | -51.4% | -22.1% |
| 6M | -32.0% | +7.0% | -39.0% | -32.7% |
| YTD | -15.3% | -26.8% | +11.5% | -14.5% |
| 1Y | -11.1% | -42.6% | +31.5% | -9.0% |
| 3Y | +54.0% | -0.3% | +54.3% | +51.4% |
| All | +18.7% | -38.5% | +57.2% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling