+69.8%
LSCC vs ZBRA
+23.4%
+46.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.5% | +7.0% | +7.9% |
| 7D | +19.3% | -9.5% | +28.9% | +23.0% |
| 30D | -9.6% | -15.6% | +6.0% | -4.1% |
| 3M | -12.4% | -13.2% | +0.8% | -8.1% |
| 6M | -10.5% | +44.5% | -55.0% | -22.5% |
| YTD | +54.8% | +34.5% | +20.2% | +30.8% |
| All | +69.8% | +23.4% | +46.4% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 1y: compounded portfolio wealth divided by compounded ZBRA 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…
1y analysis · Full analysis span regression · 6 months rolling