+77.4%
LNG vs ZM
+33.5%
+43.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -4.7% | -5.7% | +1.0% | -4.4% |
| 30D | +3.8% | -9.1% | +12.9% | +4.3% |
| 3M | +16.2% | +3.5% | +12.6% | +15.7% |
| 6M | +11.7% | +25.7% | -14.0% | +9.2% |
| YTD | +44.2% | +10.8% | +33.5% | +42.2% |
| 1Y | +18.6% | +12.8% | +5.8% | +16.4% |
| 3Y | +77.4% | +33.1% | +44.3% | +71.1% |
| All | +77.4% | +33.5% | +43.9% | +71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling