+109.6%
LSCC vs ZBRA
+57.4%
+52.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.5% | +7.0% | +7.7% |
| 7D | +19.3% | -9.5% | +28.9% | +25.2% |
| 30D | -9.6% | -15.6% | +6.0% | -1.2% |
| 3M | -12.4% | -13.2% | +0.8% | -5.7% |
| 6M | -10.5% | +44.5% | -55.0% | -30.5% |
| YTD | +54.8% | +34.5% | +20.2% | +23.1% |
| 1Y | +79.4% | +25.9% | +53.5% | +49.2% |
| 3Y | +109.6% | +61.3% | +48.3% | +32.6% |
| All | +109.6% | +57.4% | +52.2% | +32.6% |
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