+1,571.9%
LRCX vs ZM
+47.0%
+1,524.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -3.1% | -5.7% | +2.6% | -2.1% |
| 30D | -8.6% | -9.1% | +0.5% | -7.1% |
| 3M | -17.7% | +3.5% | -21.2% | -18.7% |
| 6M | +36.4% | +25.7% | +10.7% | +28.4% |
| YTD | +74.5% | +10.8% | +63.8% | +67.7% |
| 1Y | +159.4% | +12.8% | +146.7% | +147.8% |
| 3Y | +361.6% | +33.1% | +328.4% | +321.6% |
| 5Y | +425.2% | -68.3% | +493.5% | +443.3% |
| All | +1,571.9% | +47.0% | +1,524.8% | +1,378.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling