-29.9%
LVS vs ZS
+488.9%
-518.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.8% | -0.2% |
| 7D | +0.3% | -9.2% | +9.5% | +1.7% |
| 30D | -3.9% | -4.0% | +0.1% | -3.7% |
| 3M | -12.9% | +25.3% | -38.1% | -16.3% |
| 6M | -16.9% | -1.3% | -15.7% | -19.0% |
| YTD | -31.2% | -28.0% | -3.2% | -29.8% |
| 1Y | -16.4% | -42.5% | +26.1% | -11.8% |
| 3Y | -4.4% | +0.7% | -5.2% | -9.6% |
| 5Y | +6.7% | -42.3% | +49.0% | +2.8% |
| All | -29.9% | +488.9% | -518.8% | -51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling