-27.2%
LVS vs ZM
+48.4%
-75.6%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +3.9% | -0.4% |
| 7D | +0.3% | +1.6% | -1.3% | +0.1% |
| 30D | -3.9% | -7.7% | +3.8% | -3.2% |
| 3M | -12.9% | -4.7% | -8.2% | -12.7% |
| 6M | -16.9% | +24.4% | -41.4% | -19.2% |
| YTD | -31.2% | +11.8% | -43.0% | -32.5% |
| 1Y | -16.4% | +13.4% | -29.8% | -18.1% |
| 3Y | -4.4% | +33.8% | -38.3% | -8.3% |
| 5Y | +6.7% | -67.2% | +73.8% | +0.7% |
| All | -27.2% | +48.4% | -75.6% | -40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling