-76.9%
ZM vs LCID
-95.4%
+18.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.5% | +3.0% |
| 7D | +2.9% | -6.6% | +9.5% | +4.0% |
| 30D | +0.7% | -30.1% | +30.8% | +6.3% |
| 3M | -3.7% | -17.6% | +13.9% | -3.4% |
| 6M | +29.9% | -54.4% | +84.3% | +42.1% |
| YTD | +17.4% | -55.7% | +73.2% | +27.9% |
| 1Y | +22.4% | -71.0% | +93.4% | +41.7% |
| 3Y | +41.3% | -92.6% | +133.9% | +90.3% |
| 5Y | -66.0% | -97.6% | +31.6% | -46.4% |
| All | -76.9% | -95.4% | +18.5% | -62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling