+1,469.7%
LLY vs ZS
+504.0%
+965.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.5% | -0.2% |
| 7D | -3.1% | -3.8% | +0.7% | -2.8% |
| 30D | -8.6% | -6.0% | -2.6% | -8.3% |
| 3M | -1.6% | +32.0% | -33.6% | -3.9% |
| 6M | +11.8% | +2.1% | +9.7% | +10.3% |
| YTD | +5.1% | -26.2% | +31.3% | +6.3% |
| 1Y | +50.7% | -41.2% | +91.9% | +55.1% |
| 3Y | +95.7% | +3.3% | +92.4% | +91.0% |
| 5Y | +390.2% | -40.7% | +430.9% | +385.4% |
| All | +1,469.7% | +504.0% | +965.7% | +1,125.5% |
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