+62.2%
ZM vs LII
-8.2%
+70.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +2.0% |
| 7D | +11.0% | +2.9% | +8.1% | +10.7% |
| 30D | +5.6% | +0.9% | +4.7% | +5.2% |
| 3M | -9.1% | -15.5% | +6.4% | -7.3% |
| 6M | -2.6% | -30.2% | +27.6% | +0.9% |
| YTD | +15.7% | -26.8% | +42.5% | +17.0% |
| 1Y | +18.8% | -25.3% | +44.0% | +19.4% |
| 3Y | +62.2% | -7.8% | +69.9% | +56.2% |
| All | +62.2% | -8.2% | +70.3% | +56.2% |
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 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