+103.5%
LMT vs ZM
+47.0%
+56.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.2% | -5.7% | +5.5% | -0.3% |
| 30D | -13.1% | -9.1% | -4.0% | -13.2% |
| 3M | -3.9% | +3.5% | -7.4% | -3.8% |
| 6M | -18.3% | +25.7% | -43.9% | -17.9% |
| YTD | +10.3% | +10.8% | -0.4% | +10.7% |
| 1Y | +14.2% | +12.8% | +1.5% | +14.6% |
| 3Y | +35.0% | +33.1% | +1.8% | +35.9% |
| 5Y | +73.2% | -68.3% | +141.5% | +67.9% |
| All | +103.5% | +47.0% | +56.5% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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