+95.6%
LLY vs ZS
+0.9%
+94.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.4% | -1.8% |
| 7D | -3.1% | -9.2% | +6.1% | -2.2% |
| 30D | -5.1% | -4.0% | -1.1% | -4.8% |
| 3M | -2.1% | +25.3% | -27.3% | -4.5% |
| 6M | +13.8% | -1.3% | +15.1% | +12.0% |
| YTD | +5.1% | -28.0% | +33.1% | +9.4% |
| 1Y | +53.1% | -42.5% | +95.6% | +65.4% |
| 3Y | +95.6% | +0.7% | +94.9% | +71.5% |
| All | +95.6% | +0.9% | +94.7% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling