+285.6%
LIN vs ZS
+602.6%
-317.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +0.2% | -5.2% | +5.5% | +0.6% |
| 30D | +6.2% | -15.5% | +21.7% | +7.4% |
| 3M | +9.3% | +9.0% | +0.4% | +8.1% |
| 6M | +4.4% | +32.2% | -27.8% | +0.7% |
| YTD | +23.7% | -14.1% | +37.8% | +23.2% |
| 1Y | +23.5% | -39.1% | +62.5% | +26.6% |
| 3Y | +35.8% | +10.4% | +25.4% | +30.1% |
| 5Y | +65.9% | -44.6% | +110.5% | +61.2% |
| All | +285.6% | +602.6% | -317.0% | +209.9% |
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