-77.6%
ZM vs LCID
-96.4%
+18.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.7% | +10.5% | +8.3% |
| 7D | +6.8% | +8.9% | -2.1% | +5.1% |
| 30D | +0.1% | +6.8% | -6.7% | -1.5% |
| 3M | -7.5% | -45.2% | +37.7% | +0.8% |
| 6M | -8.4% | -39.1% | +30.7% | -4.6% |
| YTD | +13.7% | -65.3% | +78.9% | +27.6% |
| 1Y | +15.9% | -78.4% | +94.3% | +40.5% |
| 3Y | +58.0% | -90.3% | +148.4% | +98.8% |
| 5Y | -60.4% | -99.2% | +38.8% | -28.6% |
| All | -77.6% | -96.4% | +18.8% | -62.3% |
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