-20.5%
LVS vs ZCMD
-100.0%
+79.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | +0.3% | -1.4% | +1.7% | +0.3% |
| 30D | -3.9% | -21.6% | +17.7% | -3.8% |
| 3M | -12.9% | -67.4% | +54.5% | -13.2% |
| 6M | -16.9% | -99.4% | +82.5% | -13.2% |
| YTD | -31.2% | -99.7% | +68.5% | -27.1% |
| 1Y | -16.4% | -99.9% | +83.5% | -9.8% |
| 3Y | -4.4% | -100.0% | +95.6% | +10.4% |
| 5Y | +6.7% | -100.0% | +106.7% | +24.6% |
| All | -20.5% | -100.0% | +79.5% | +7.7% |
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