+184.0%
LIN vs ZCMD
-100.0%
+284.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +1.0% |
| 7D | +0.1% | +9.1% | -8.9% | 0.0% |
| 30D | +7.6% | -37.1% | +44.7% | +7.9% |
| 3M | +6.5% | -53.7% | +60.2% | +7.1% |
| 6M | +6.2% | -99.7% | +105.9% | +10.7% |
| YTD | +23.2% | -99.9% | +123.1% | +29.6% |
| 1Y | +25.4% | -99.9% | +125.3% | +32.5% |
| 3Y | +38.3% | -100.0% | +138.3% | +52.0% |
| 5Y | +64.4% | -100.0% | +164.4% | +82.4% |
| All | +184.0% | -100.0% | +284.0% | +244.6% |
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