+550.8%
LSCC vs ZCMD
-100.0%
+650.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.7% | +5.7% | +2.1% |
| 7D | +1.3% | -8.0% | +9.3% | +1.5% |
| 30D | -9.7% | -27.9% | +18.2% | -9.2% |
| 3M | -23.7% | -74.6% | +50.9% | -24.2% |
| 6M | +26.5% | -99.5% | +125.9% | +30.9% |
| YTD | +57.5% | -99.7% | +157.3% | +64.6% |
| 1Y | +75.7% | -99.9% | +175.6% | +84.9% |
| 3Y | +19.5% | -100.0% | +119.5% | +33.9% |
| 5Y | +83.8% | -100.0% | +183.8% | +107.8% |
| All | +550.8% | -100.0% | +650.8% | +722.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling