+35.1%
LSCC vs ZCMD
-100.0%
+135.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.2% | -2.2% | -5.4% |
| 7D | +7.0% | -7.7% | +14.7% | +7.1% |
| 30D | -2.3% | -34.8% | +32.5% | -1.7% |
| 3M | -12.5% | -56.3% | +43.8% | -11.6% |
| 6M | -10.6% | -99.7% | +89.1% | -9.9% |
| YTD | +52.7% | -99.9% | +152.6% | +53.5% |
| 1Y | +74.0% | -99.9% | +173.9% | +74.5% |
| 3Y | +104.8% | -100.0% | +204.8% | +107.3% |
| All | +35.1% | -100.0% | +135.1% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling