-17.7%
LVS vs ZS
-37.1%
+19.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | -0.1% |
| 7D | -1.5% | -7.8% | +6.3% | -1.2% |
| 30D | -3.2% | +5.0% | -8.3% | -3.7% |
| 3M | -12.0% | +25.5% | -37.5% | -13.7% |
| 6M | -19.9% | +8.7% | -28.6% | -22.4% |
| YTD | -30.6% | -24.5% | -6.1% | -27.2% |
| 1Y | -17.7% | -36.7% | +19.0% | -10.6% |
| All | -17.7% | -37.1% | +19.3% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 1y: compounded portfolio wealth divided by compounded ZS 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…
1y analysis · Full analysis span regression · 6 months rolling