+108.8%
LSCC vs ZYBT
-57.3%
+166.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.0% |
| 7D | +1.3% | -6.9% | +8.2% | +1.3% |
| 30D | -9.7% | -31.8% | +22.1% | -9.6% |
| 3M | -23.7% | +94.0% | -117.7% | -24.8% |
| 6M | +26.5% | +99.0% | -72.5% | +22.6% |
| YTD | +57.5% | +40.0% | +17.5% | +55.2% |
| 1Y | +75.7% | -79.5% | +155.2% | +87.8% |
| All | +108.8% | -57.3% | +166.1% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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