+1,504.8%
LLY vs ZS
+517.5%
+987.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.5% |
| 7D | -2.1% | -7.8% | +5.7% | -1.6% |
| 30D | -1.6% | +5.0% | -6.7% | -2.1% |
| 3M | +2.3% | +25.5% | -23.2% | +0.3% |
| 6M | +14.9% | +8.7% | +6.2% | +12.7% |
| YTD | +7.5% | -24.5% | +32.0% | +8.5% |
| 1Y | +55.7% | -36.7% | +92.4% | +59.3% |
| 3Y | +110.6% | +7.2% | +103.4% | +105.0% |
| 5Y | +363.4% | -40.9% | +404.3% | +359.2% |
| All | +1,504.8% | +517.5% | +987.4% | +1,150.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling