+589.3%
LSCC vs ZCMD
-100.0%
+689.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.4% | +9.0% | +10.3% |
| 7D | +14.5% | +1.4% | +13.1% | +14.4% |
| 30D | -0.1% | -29.9% | +29.8% | +0.7% |
| 3M | -2.7% | -54.9% | +52.2% | -1.3% |
| 6M | -4.8% | -99.7% | +94.9% | -0.4% |
| YTD | +66.9% | -99.9% | +166.7% | +76.1% |
| 1Y | +85.8% | -99.9% | +185.8% | +97.0% |
| 3Y | +115.6% | -100.0% | +215.6% | +142.2% |
| 5Y | +48.8% | -100.0% | +148.8% | +71.3% |
| All | +589.3% | -100.0% | +689.3% | +780.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling