+38.3%
ZM vs LII
+5.3%
+33.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.2% | +2.1% | +3.1% |
| 7D | +2.9% | -0.7% | +3.7% | +3.0% |
| 30D | +0.7% | -12.6% | +13.3% | +2.5% |
| 3M | -3.7% | -24.4% | +20.8% | -0.9% |
| 6M | +29.9% | -28.7% | +58.6% | +34.8% |
| YTD | +17.4% | -19.1% | +36.6% | +17.6% |
| 1Y | +22.4% | -29.7% | +52.1% | +26.5% |
| All | +38.3% | +5.3% | +33.0% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling