+102.8%
LMT vs ZS
+488.9%
-386.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.6% | +6.7% | +2.2% |
| 7D | -1.5% | -9.2% | +7.7% | -1.3% |
| 30D | -8.2% | -4.0% | -4.3% | -8.2% |
| 3M | +3.7% | +25.3% | -21.6% | +3.1% |
| 6M | -19.2% | -1.3% | -17.9% | -19.4% |
| YTD | +12.9% | -28.0% | +40.9% | +13.4% |
| 1Y | +19.8% | -42.5% | +62.3% | +21.1% |
| 3Y | +37.3% | +0.7% | +36.5% | +35.4% |
| 5Y | +74.4% | -42.3% | +116.7% | +72.8% |
| All | +102.8% | +488.9% | -386.1% | +63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling