+30.0%
LIN vs ZM
+42.8%
-12.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.2% | -1.1% |
| 7D | -2.1% | +2.9% | -5.1% | -2.3% |
| 30D | -2.4% | +0.7% | -3.1% | -2.5% |
| 3M | -5.6% | -3.7% | -1.9% | -5.4% |
| 6M | -3.4% | +29.9% | -33.3% | -5.8% |
| YTD | +13.1% | +17.4% | -4.3% | +11.0% |
| 1Y | +2.5% | +22.4% | -19.9% | 0.0% |
| All | +30.0% | +42.8% | -12.7% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 3y: compounded portfolio wealth divided by compounded ZM 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…
3y analysis · Full analysis span regression · 6 months rolling