+1,278.2%
LLY vs ZM
+53.5%
+1,224.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.9% | +1.2% |
| 7D | +6.7% | +11.0% | -4.3% | +6.4% |
| 30D | +19.6% | +5.6% | +13.9% | +19.3% |
| 3M | +19.7% | -9.1% | +28.9% | +20.0% |
| 6M | +42.7% | -2.6% | +45.3% | +42.6% |
| YTD | +35.1% | +15.7% | +19.5% | +34.1% |
| 1Y | +42.2% | +18.8% | +23.4% | +40.9% |
| 3Y | +140.8% | +62.2% | +78.6% | +136.0% |
| 5Y | +480.6% | -60.9% | +541.4% | +482.1% |
| All | +1,278.2% | +53.5% | +1,224.6% | +1,177.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling