+68.0%
LSCC vs ZCMD
-99.9%
+167.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.8% | +5.4% | +7.1% |
| 7D | +13.0% | -4.4% | +17.4% | +13.1% |
| 30D | -19.8% | -43.0% | +23.2% | -18.7% |
| 3M | -18.4% | -54.9% | +36.5% | -17.0% |
| 6M | -16.1% | -99.8% | +83.7% | -4.5% |
| YTD | +42.7% | -99.9% | +142.6% | +63.3% |
| 1Y | +68.0% | -99.9% | +167.9% | +100.7% |
| All | +68.0% | -99.9% | +167.9% | +100.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling