-22.6%
LVS vs ZCMD
-100.0%
+77.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.1% | +7.6% | +0.6% |
| 7D | -3.5% | -5.4% | +2.0% | -3.4% |
| 30D | -6.2% | -24.8% | +18.5% | -6.1% |
| 3M | -14.8% | -62.8% | +48.0% | -15.4% |
| 6M | -20.9% | -99.5% | +78.7% | -17.0% |
| YTD | -33.0% | -99.8% | +66.7% | -29.0% |
| 1Y | -20.0% | -99.9% | +79.9% | -13.4% |
| 3Y | -6.9% | -100.0% | +93.1% | +7.5% |
| 5Y | +9.1% | -100.0% | +109.1% | +27.7% |
| All | -22.6% | -100.0% | +77.4% | +4.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling