+22.7%
ZBH vs LSCC
+1,498.6%
-1,475.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.4% | -10.2% | -1.4% |
| 7D | -2.4% | +14.5% | -16.9% | -4.5% |
| 30D | +16.6% | -0.1% | +16.7% | +15.9% |
| 3M | +10.8% | -2.7% | +13.5% | +10.1% |
| 6M | +35.8% | -4.8% | +40.6% | +33.1% |
| YTD | +20.5% | +66.9% | -46.4% | +6.0% |
| 1Y | +22.7% | +85.8% | -63.1% | +5.8% |
| 3Y | +4.9% | +115.6% | -110.7% | -17.2% |
| 5Y | -12.8% | +48.8% | -61.6% | -29.9% |
| 10Y | +22.7% | +1,490.3% | -1,467.6% | -44.6% |
| All | +22.7% | +1,498.6% | -1,475.9% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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