+108.2%
LMT vs ZM
+48.4%
+59.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.8% | +6.9% | +2.0% |
| 7D | -1.5% | +1.6% | -3.2% | -1.5% |
| 30D | -8.2% | -7.7% | -0.5% | -8.4% |
| 3M | +3.7% | -4.7% | +8.4% | +3.7% |
| 6M | -19.2% | +24.4% | -43.6% | -18.8% |
| YTD | +12.9% | +11.8% | +1.1% | +13.2% |
| 1Y | +19.8% | +13.4% | +6.4% | +20.2% |
| 3Y | +37.3% | +33.8% | +3.4% | +38.2% |
| 5Y | +74.4% | -67.2% | +141.5% | +69.2% |
| All | +108.2% | +48.4% | +59.8% | +95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling