+58.2%
ZM vs LII
+42.9%
+15.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.8% | +7.1% | +7.7% |
| 7D | +6.8% | -2.3% | +9.1% | +7.4% |
| 30D | +0.1% | -1.7% | +1.8% | +0.1% |
| 3M | -7.5% | -18.3% | +10.8% | -3.1% |
| 6M | -8.4% | -32.3% | +23.9% | -0.8% |
| YTD | +13.7% | -27.1% | +40.8% | +18.6% |
| 1Y | +15.9% | -27.2% | +43.1% | +21.0% |
| 3Y | +58.0% | -8.9% | +67.0% | +47.8% |
| 5Y | -60.4% | +19.7% | -80.1% | -69.0% |
| All | +58.2% | +42.9% | +15.3% | +48.7% |
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