+56.9%
LMT vs ZCMD
-100.0%
+156.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.0% | -6.2% | -2.2% |
| 7D | -1.3% | -4.1% | +2.8% | -1.3% |
| 30D | -12.5% | -22.7% | +10.2% | -12.5% |
| 3M | -0.5% | -62.5% | +62.0% | -1.4% |
| 6M | -20.0% | -99.5% | +79.4% | -17.7% |
| YTD | +10.4% | -99.7% | +110.1% | +14.7% |
| 1Y | +17.7% | -99.9% | +117.6% | +23.7% |
| 3Y | +34.3% | -100.0% | +134.3% | +44.9% |
| 5Y | +71.8% | -100.0% | +171.8% | +85.5% |
| All | +56.9% | -100.0% | +156.9% | +78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling