+185.1%
LIN vs ZCMD
-100.0%
+285.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.7% |
| 7D | +0.2% | -2.9% | +3.2% | +0.3% |
| 30D | +6.2% | -28.5% | +34.6% | +6.4% |
| 3M | +9.3% | -56.5% | +65.9% | +9.9% |
| 6M | +4.4% | -99.7% | +104.0% | +8.7% |
| YTD | +23.7% | -99.9% | +123.6% | +30.2% |
| 1Y | +23.5% | -99.9% | +123.4% | +30.5% |
| 3Y | +35.8% | -100.0% | +135.8% | +49.3% |
| 5Y | +65.9% | -100.0% | +165.9% | +84.2% |
| All | +185.1% | -100.0% | +285.1% | +246.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling