-78.1%
ZM vs LCID
-95.8%
+17.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.8% | +7.5% | +1.0% |
| 7D | +0.3% | -9.3% | +9.7% | +1.8% |
| 30D | -10.3% | -35.4% | +25.1% | -4.0% |
| 3M | -0.7% | -17.1% | +16.4% | -0.6% |
| 6M | +24.8% | -58.9% | +83.8% | +38.9% |
| YTD | +11.5% | -59.6% | +71.1% | +23.1% |
| 1Y | +12.3% | -78.0% | +90.3% | +36.3% |
| 3Y | +33.5% | -92.7% | +126.2% | +79.2% |
| 5Y | -67.5% | -97.8% | +30.4% | -47.9% |
| All | -78.1% | -95.8% | +17.8% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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