+489.7%
LSCC vs ZCMD
-100.0%
+589.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.9% |
| 3M | -18.4% | -54.9% | +36.5% | -17.3% |
| 6M | -16.1% | -99.8% | +83.7% | -11.7% |
| YTD | +42.7% | -99.9% | +142.6% | +50.6% |
| 1Y | +68.0% | -99.9% | +167.9% | +78.1% |
| 3Y | +85.8% | -100.0% | +185.8% | +109.0% |
| 5Y | +28.0% | -100.0% | +128.0% | +47.5% |
| All | +489.7% | -100.0% | +589.7% | +652.9% |
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 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