+22.9%
LQD vs ZS
+488.9%
-466.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.1% |
| 7D | +0.2% | -9.2% | +9.5% | +0.5% |
| 30D | -0.6% | -4.0% | +3.4% | -0.5% |
| 3M | -1.2% | +25.3% | -26.5% | -1.9% |
| 6M | -1.9% | -1.3% | -0.6% | -2.3% |
| YTD | -1.3% | -28.0% | +26.7% | -0.8% |
| 1Y | -1.0% | -42.5% | +41.5% | 0.0% |
| 3Y | +15.2% | +0.7% | +14.5% | +13.9% |
| 5Y | -4.4% | -42.3% | +37.9% | -5.2% |
| All | +22.9% | +488.9% | -466.0% | +17.9% |
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