+104.8%
LSCC vs ZBRA
+58.5%
+46.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.9% | -7.4% | -6.5% |
| 7D | +7.0% | +0.6% | +6.4% | +6.7% |
| 30D | -2.3% | -14.0% | +11.7% | +5.7% |
| 3M | -12.5% | -14.7% | +2.1% | -4.9% |
| 6M | -10.6% | +31.3% | -41.9% | -25.7% |
| YTD | +52.7% | +33.4% | +19.3% | +22.1% |
| 1Y | +74.0% | +34.1% | +39.8% | +38.8% |
| 3Y | +104.8% | +59.9% | +44.9% | +35.2% |
| All | +104.8% | +58.5% | +46.3% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling