-65.4%
ZM vs LII
+19.9%
-85.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.1% | +1.9% |
| 7D | -5.9% | -0.6% | -5.3% | -5.8% |
| 30D | -5.2% | -4.6% | -0.6% | -4.3% |
| 3M | -11.3% | -21.2% | +9.9% | -4.3% |
| 6M | -14.5% | -36.4% | +21.9% | -2.5% |
| YTD | +4.2% | -28.9% | +33.1% | +10.4% |
| 1Y | +9.3% | -29.5% | +38.8% | +16.3% |
| 3Y | +45.4% | -8.6% | +54.0% | +18.5% |
| All | -65.4% | +19.9% | -85.3% | -81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling