+361.6%
LRCX vs ZCMD
-100.0%
+461.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.1% | +7.1% | +0.2% |
| 7D | -3.1% | -5.4% | +2.4% | -3.0% |
| 30D | -8.6% | -24.8% | +16.2% | -8.3% |
| 3M | -17.7% | -62.8% | +45.1% | -18.1% |
| 6M | +36.4% | -99.5% | +135.9% | +39.0% |
| YTD | +74.5% | -99.8% | +174.3% | +78.5% |
| 1Y | +159.4% | -99.9% | +259.4% | +166.2% |
| 3Y | +361.6% | -100.0% | +461.6% | +342.7% |
| All | +361.6% | -100.0% | +461.6% | +342.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling