+65.9%
LIN vs ZM
-60.7%
+126.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +0.2% | +10.0% | -9.8% | -0.8% |
| 30D | +6.2% | -0.5% | +6.6% | +6.1% |
| 3M | +9.3% | -7.1% | +16.4% | +9.9% |
| 6M | +4.4% | -5.1% | +9.5% | +4.3% |
| YTD | +23.7% | +13.2% | +10.5% | +20.1% |
| 1Y | +23.5% | +15.3% | +8.1% | +19.4% |
| 3Y | +35.8% | +57.4% | -21.6% | +23.6% |
| 5Y | +65.9% | -61.7% | +127.6% | +57.1% |
| All | +65.9% | -60.7% | +126.6% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling