+187.4%
LIN vs ZCMD
-100.0%
+287.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.4% | +0.9% |
| 7D | +0.3% | +1.4% | -1.0% | +0.3% |
| 30D | +8.0% | -29.9% | +37.9% | +8.3% |
| 3M | +7.7% | -54.9% | +62.6% | +8.2% |
| 6M | +5.1% | -99.7% | +104.7% | +9.5% |
| YTD | +24.7% | -99.9% | +124.6% | +31.2% |
| 1Y | +25.1% | -99.9% | +125.0% | +32.2% |
| 3Y | +36.8% | -100.0% | +136.8% | +50.4% |
| 5Y | +67.9% | -100.0% | +167.8% | +86.3% |
| All | +187.4% | -100.0% | +287.4% | +248.8% |
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