+10.4%
LVS vs ZM
-67.6%
+78.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -2.7% | +0.3% | -3.1% | -2.9% |
| 30D | -4.7% | -10.3% | +5.6% | -2.1% |
| 3M | -15.6% | -0.7% | -14.9% | -16.1% |
| 6M | -18.6% | +24.8% | -43.5% | -25.2% |
| YTD | -32.3% | +11.5% | -43.7% | -36.0% |
| 1Y | -18.0% | +12.3% | -30.4% | -23.0% |
| 3Y | -5.8% | +33.5% | -39.3% | -18.3% |
| All | +10.4% | -67.6% | +78.0% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 5y: compounded portfolio wealth divided by compounded ZM 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…
5y analysis · Full analysis span regression · 6 months rolling