+16.1%
LQD vs ZM
+48.0%
-31.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | 0.0% | +0.3% | -0.4% | -0.1% |
| 30D | -0.2% | -10.3% | +10.1% | +0.1% |
| 3M | -1.7% | -0.7% | -1.0% | -1.7% |
| 6M | -2.7% | +24.8% | -27.5% | -3.6% |
| YTD | -1.4% | +11.5% | -12.9% | -2.1% |
| 1Y | -1.0% | +12.3% | -13.3% | -1.7% |
| 3Y | +15.1% | +33.5% | -18.4% | +13.0% |
| 5Y | -5.2% | -67.5% | +62.3% | -4.1% |
| All | +16.1% | +48.0% | -31.9% | +14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling