+1,062.5%
LRCX vs ZCMD
-100.0%
+1,162.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.4% | -1.5% |
| 7D | +9.5% | -4.1% | +13.7% | +9.6% |
| 30D | +3.1% | -22.7% | +25.8% | +3.5% |
| 3M | -3.4% | -62.5% | +59.1% | -4.5% |
| 6M | +49.7% | -99.5% | +149.1% | +58.4% |
| YTD | +84.9% | -99.7% | +184.6% | +98.6% |
| 1Y | +200.8% | -99.9% | +300.7% | +229.5% |
| 3Y | +385.1% | -100.0% | +485.0% | +466.8% |
| 5Y | +460.5% | -100.0% | +560.5% | +557.4% |
| All | +1,062.5% | -100.0% | +1,162.5% | +1,537.6% |
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