-58.6%
LULU vs ZCMD
-100.0%
+41.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.1% | +9.2% | +2.2% |
| 7D | -1.6% | -5.4% | +3.8% | -1.6% |
| 30D | -18.1% | -24.8% | +6.7% | -18.0% |
| 3M | -18.8% | -62.8% | +44.0% | -19.0% |
| 6M | -39.2% | -99.5% | +60.3% | -35.1% |
| YTD | -52.4% | -99.8% | +47.4% | -48.5% |
| 1Y | -40.3% | -99.9% | +59.6% | -34.3% |
| 3Y | -75.1% | -100.0% | +24.9% | -71.3% |
| 5Y | -76.7% | -100.0% | +23.2% | -73.1% |
| All | -58.6% | -100.0% | +41.4% | -47.1% |
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