-75.1%
LULU vs ZCMD
-100.0%
+24.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.0% | +9.2% | +2.1% |
| 7D | -1.6% | -5.4% | +3.8% | -1.6% |
| 30D | -18.1% | -24.8% | +6.6% | -18.1% |
| 3M | -18.8% | -62.8% | +44.0% | -18.3% |
| 6M | -39.2% | -99.5% | +60.3% | -37.0% |
| YTD | -52.4% | -99.8% | +47.4% | -50.4% |
| 1Y | -40.3% | -99.9% | +59.6% | -37.7% |
| 3Y | -75.1% | -100.0% | +24.9% | -76.3% |
| All | -75.1% | -100.0% | +24.9% | -76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling