+55.5%
ZM vs LII
+56.4%
-0.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.4% | -3.5% | -4.5% |
| 7D | +1.6% | +2.1% | -0.5% | +1.1% |
| 30D | -7.7% | -12.4% | +4.7% | -4.6% |
| 3M | -4.7% | -24.8% | +20.1% | +1.1% |
| 6M | +24.4% | -25.2% | +49.6% | +30.9% |
| YTD | +11.8% | -20.3% | +32.0% | +14.6% |
| 1Y | +13.4% | -32.9% | +46.3% | +22.5% |
| 3Y | +33.8% | +2.0% | +31.8% | +21.6% |
| 5Y | -67.2% | +24.4% | -91.6% | -74.7% |
| All | +55.5% | +56.4% | -0.8% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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