-5.8%
LVS vs ZCMD
-100.0%
+94.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.0% | -5.5% | -1.5% |
| 7D | -2.7% | -4.1% | +1.4% | -2.7% |
| 30D | -4.7% | -22.7% | +18.0% | -4.7% |
| 3M | -15.6% | -62.5% | +46.9% | -15.4% |
| 6M | -18.6% | -99.5% | +80.8% | -18.3% |
| YTD | -32.3% | -99.7% | +67.5% | -32.0% |
| 1Y | -18.0% | -99.9% | +81.9% | -17.2% |
| All | -5.8% | -100.0% | +94.1% | -6.0% |
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