+284.0%
LIN vs ZS
+623.8%
-339.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | +0.1% | -11.1% | +11.2% | +1.0% |
| 30D | +7.6% | -14.8% | +22.4% | +8.7% |
| 3M | +6.5% | +18.0% | -11.5% | +4.7% |
| 6M | +6.2% | +30.8% | -24.6% | +2.6% |
| YTD | +23.2% | -11.5% | +34.7% | +22.4% |
| 1Y | +25.4% | -37.8% | +63.2% | +28.4% |
| 3Y | +38.3% | +16.6% | +21.7% | +31.9% |
| 5Y | +64.4% | -43.6% | +108.0% | +59.6% |
| All | +284.0% | +623.8% | -339.7% | +207.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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