+155.6%
LIN vs ZCMD
-100.0%
+255.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.5% | -1.9% |
| 7D | -3.5% | -1.4% | -2.1% | -3.5% |
| 30D | -4.1% | -21.6% | +17.5% | -4.0% |
| 3M | -6.4% | -67.4% | +61.0% | -6.6% |
| 6M | -2.4% | -99.4% | +97.0% | +1.2% |
| YTD | +10.9% | -99.7% | +110.7% | +16.3% |
| 1Y | 0.0% | -99.9% | +99.9% | +5.8% |
| 3Y | +25.8% | -100.0% | +125.8% | +38.4% |
| 5Y | +60.8% | -100.0% | +160.8% | +76.8% |
| All | +155.6% | -100.0% | +255.6% | +209.2% |
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