+1,899.9%
LLY vs ZS
+608.8%
+1,291.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.6% |
| 7D | +1.6% | -13.4% | +15.0% | +2.7% |
| 30D | +21.5% | -16.6% | +38.1% | +22.9% |
| 3M | +16.4% | +10.3% | +6.1% | +15.0% |
| 6M | +51.5% | +28.1% | +23.4% | +46.6% |
| YTD | +33.9% | -13.3% | +47.3% | +33.3% |
| 1Y | +49.1% | -40.7% | +89.8% | +53.1% |
| 3Y | +144.6% | +11.4% | +133.3% | +136.5% |
| 5Y | +466.3% | -42.2% | +508.5% | +461.5% |
| All | +1,899.9% | +608.8% | +1,291.1% | +1,436.8% |
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