+434.1%
LNG vs ZS
+488.9%
-54.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.6% | -0.8% | -5.1% |
| 7D | -6.2% | -9.2% | +3.1% | -5.4% |
| 30D | +8.0% | -4.0% | +12.0% | +8.2% |
| 3M | +16.9% | +25.3% | -8.4% | +14.2% |
| 6M | +8.7% | -1.3% | +10.0% | +7.2% |
| YTD | +43.0% | -28.0% | +71.0% | +45.0% |
| 1Y | +19.4% | -42.5% | +61.9% | +23.5% |
| 3Y | +74.7% | +0.7% | +74.0% | +68.4% |
| 5Y | +222.4% | -42.3% | +264.7% | +214.2% |
| All | +434.1% | +488.9% | -54.8% | +276.2% |
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