+143.7%
LLY vs ZM
+48.0%
+95.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.2% | +4.1% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | +19.7% | -6.2% | +25.9% | +20.1% |
| 3M | +19.3% | -12.2% | +31.5% | +20.2% |
| 6M | +49.3% | -16.0% | +65.4% | +50.6% |
| YTD | +32.0% | +6.3% | +25.7% | +30.3% |
| 1Y | +53.7% | +12.3% | +41.4% | +50.8% |
| 3Y | +143.7% | +51.2% | +92.5% | +140.3% |
| All | +143.7% | +48.0% | +95.8% | +140.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling