-11.2%
LYFT vs ZM
+5.6%
-16.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.3% | -1.5% | -3.9% |
| 7D | +8.7% | -9.1% | +17.8% | +11.6% |
| 30D | +13.2% | -5.7% | +18.9% | +14.7% |
| 3M | +8.3% | -11.7% | +20.0% | +11.5% |
| 6M | +26.6% | -18.6% | +45.2% | +32.2% |
| YTD | -7.9% | +2.9% | -10.8% | -9.4% |
| 1Y | -11.2% | +6.3% | -17.4% | -12.7% |
| All | -11.2% | +5.6% | -16.8% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling