+75.2%
LMT vs ZS
-43.4%
+118.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.1% |
| 7D | -0.5% | -8.1% | +7.5% | -0.5% |
| 30D | -10.8% | -8.4% | -2.3% | -10.7% |
| 3M | +1.6% | +31.1% | -29.5% | +1.5% |
| 6M | -17.6% | +4.4% | -21.9% | -17.5% |
| YTD | +11.6% | -27.3% | +38.9% | +11.8% |
| 1Y | +17.2% | -41.4% | +58.6% | +17.7% |
| 3Y | +35.7% | +1.7% | +34.0% | +35.3% |
| 5Y | +75.2% | -39.6% | +114.8% | +69.6% |
| All | +75.2% | -43.4% | +118.6% | +69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling