+10.8%
LYB vs ZM
+47.0%
-36.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | +0.3% | -5.7% | +6.0% | +0.4% |
| 30D | +2.5% | -9.1% | +11.6% | +2.7% |
| 3M | +1.4% | +3.5% | -2.1% | +1.2% |
| 6M | -3.5% | +25.7% | -29.2% | -4.2% |
| YTD | +52.0% | +10.8% | +41.2% | +51.3% |
| 1Y | +22.1% | +12.8% | +9.3% | +21.4% |
| 3Y | -22.8% | +33.1% | -55.9% | -23.6% |
| 5Y | -3.4% | -68.3% | +64.9% | -10.3% |
| All | +10.8% | +47.0% | -36.2% | -1.3% |
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