+36.5%
LMT vs ZCMD
-100.0%
+136.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.1% |
| 7D | -0.5% | -2.0% | +1.5% | -0.5% |
| 30D | -10.8% | -19.8% | +9.0% | -10.8% |
| 3M | +1.6% | -62.1% | +63.7% | +0.8% |
| 6M | -17.6% | -99.5% | +81.9% | -16.1% |
| YTD | +11.6% | -99.7% | +111.3% | +14.4% |
| 1Y | +17.2% | -99.9% | +117.1% | +21.1% |
| All | +36.5% | -100.0% | +136.5% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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