+47.9%
ZM vs LII
+42.4%
+5.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.5% |
| 7D | -0.3% | -1.2% | +0.9% | 0.0% |
| 30D | -6.2% | -2.0% | -4.2% | -6.2% |
| 3M | -12.2% | -20.2% | +8.0% | -7.5% |
| 6M | -16.0% | -32.5% | +16.5% | -9.0% |
| YTD | +6.3% | -27.4% | +33.7% | +11.0% |
| 1Y | +12.3% | -28.2% | +40.4% | +17.6% |
| 3Y | +51.2% | -7.2% | +58.4% | +40.5% |
| 5Y | -64.5% | +19.9% | -84.4% | -72.2% |
| All | +47.9% | +42.4% | +5.5% | +39.2% |
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