+63.7%
LII vs ZCMD
-100.0%
+163.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.8% |
| 7D | -3.5% | -2.0% | -1.5% | -3.5% |
| 30D | -13.5% | -19.8% | +6.3% | -13.3% |
| 3M | -26.0% | -62.1% | +36.1% | -26.7% |
| 6M | -26.8% | -99.5% | +72.7% | -23.0% |
| YTD | -22.9% | -99.7% | +76.9% | -17.8% |
| 1Y | -32.6% | -99.9% | +67.3% | -27.4% |
| 3Y | -1.3% | -100.0% | +98.7% | +8.6% |
| 5Y | +23.1% | -100.0% | +123.1% | +35.1% |
| All | +63.7% | -100.0% | +163.7% | +74.1% |
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