+55.3%
LII vs ZCMD
-100.0%
+155.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.4% | +1.2% |
| 7D | +2.9% | -7.7% | +10.6% | +3.0% |
| 30D | +0.9% | -34.8% | +35.7% | +1.4% |
| 3M | -15.5% | -56.3% | +40.8% | -14.9% |
| 6M | -30.2% | -99.7% | +69.5% | -26.3% |
| YTD | -26.8% | -99.9% | +73.0% | -21.6% |
| 1Y | -25.3% | -99.9% | +74.6% | -19.4% |
| 3Y | -7.8% | -100.0% | +92.2% | +1.9% |
| 5Y | +17.0% | -100.0% | +117.0% | +29.7% |
| All | +55.3% | -100.0% | +155.3% | +66.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling