-31.7%
LVS vs ZS
+498.3%
-530.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -3.5% | -3.1% | -0.4% | -3.1% |
| 30D | -6.2% | -7.2% | +1.0% | -5.5% |
| 3M | -14.8% | +30.5% | -45.3% | -18.7% |
| 6M | -20.9% | +7.0% | -27.8% | -23.7% |
| YTD | -33.0% | -26.8% | -6.2% | -31.8% |
| 1Y | -20.0% | -42.6% | +22.6% | -15.6% |
| 3Y | -6.9% | -0.3% | -6.6% | -11.9% |
| 5Y | +9.1% | -39.2% | +48.3% | +4.6% |
| All | -31.7% | +498.3% | -530.0% | -52.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling