+10.4%
LVS vs ZS
-42.5%
+52.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.0% | -1.9% |
| 7D | -2.7% | -3.8% | +1.1% | -2.1% |
| 30D | -4.7% | -6.0% | +1.3% | -4.0% |
| 3M | -15.6% | +32.0% | -47.6% | -20.6% |
| 6M | -18.6% | +2.1% | -20.8% | -21.9% |
| YTD | -32.3% | -26.2% | -6.1% | -30.6% |
| 1Y | -18.0% | -41.2% | +23.1% | -12.0% |
| 3Y | -5.8% | +3.3% | -9.2% | -14.2% |
| All | +10.4% | -42.5% | +52.9% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling