+43.9%
LNT vs ZCMD
-100.0%
+143.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.1% | -1.1% |
| 7D | +0.2% | -4.1% | +4.3% | +0.2% |
| 30D | -0.5% | -22.7% | +22.2% | -0.5% |
| 3M | -5.5% | -62.5% | +57.0% | -5.5% |
| 6M | -3.8% | -99.5% | +95.7% | -2.7% |
| YTD | +6.8% | -99.7% | +106.6% | +8.1% |
| 1Y | +9.3% | -99.9% | +109.2% | +10.6% |
| 3Y | +47.9% | -100.0% | +147.9% | +50.2% |
| 5Y | +31.6% | -100.0% | +131.6% | +33.6% |
| All | +43.9% | -100.0% | +143.9% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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