+43.3%
LQD vs ZTS
+161.4%
-118.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.1% |
| 7D | 0.0% | -3.8% | +3.7% | +0.2% |
| 30D | -0.2% | -2.0% | +1.8% | -0.1% |
| 3M | -1.7% | -10.2% | +8.5% | -1.1% |
| 6M | -2.7% | -39.4% | +36.7% | +0.1% |
| YTD | -1.4% | -40.8% | +39.4% | +1.5% |
| 1Y | -1.0% | -50.1% | +49.1% | +2.9% |
| 3Y | +15.1% | -58.9% | +73.9% | +20.6% |
| 5Y | -5.2% | -62.4% | +57.2% | -0.8% |
| 10Y | +23.3% | +58.8% | -35.5% | +26.3% |
| All | +43.3% | +161.4% | -118.2% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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