+98.3%
LMT vs ZS
+498.3%
-400.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.8% | -1.1% |
| 7D | -0.2% | -3.1% | +2.9% | -0.1% |
| 30D | -13.1% | -7.2% | -5.9% | -12.9% |
| 3M | -3.9% | +30.5% | -34.3% | -4.6% |
| 6M | -18.3% | +7.0% | -25.2% | -18.7% |
| YTD | +10.3% | -26.8% | +37.2% | +10.8% |
| 1Y | +14.2% | -42.6% | +56.8% | +15.5% |
| 3Y | +35.0% | -0.3% | +35.3% | +33.2% |
| 5Y | +73.2% | -39.2% | +112.4% | +71.3% |
| All | +98.3% | +498.3% | -400.1% | +59.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling