+57.3%
LLY vs ZM
+8.0%
+49.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +10.1% | -8.4% | +18.5% | +10.5% |
| 30D | +24.0% | -1.9% | +25.9% | +23.9% |
| 3M | +27.3% | -10.1% | +37.3% | +28.1% |
| 6M | +47.0% | -13.9% | +60.8% | +47.6% |
| YTD | +32.6% | +6.4% | +26.2% | +31.4% |
| 1Y | +57.3% | +9.6% | +47.8% | +53.6% |
| All | +57.3% | +8.0% | +49.3% | +53.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling