+57.6%
ZM vs LII
+41.8%
+15.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +10.0% | -0.2% | +10.2% | +10.1% |
| 30D | -0.5% | -0.6% | +0.1% | -0.8% |
| 3M | -7.1% | -17.0% | +9.9% | -3.0% |
| 6M | -5.1% | -31.1% | +26.0% | +2.2% |
| YTD | +13.2% | -27.7% | +40.9% | +18.4% |
| 1Y | +15.3% | -26.2% | +41.5% | +19.8% |
| 3Y | +57.4% | -9.6% | +67.1% | +47.5% |
| 5Y | -61.7% | +15.7% | -77.3% | -69.9% |
| All | +57.6% | +41.8% | +15.7% | +48.4% |
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