-66.2%
ZM vs LII
+25.3%
-91.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.2% | +2.1% | +2.8% |
| 7D | +2.9% | -0.7% | +3.7% | +3.2% |
| 30D | +0.7% | -12.6% | +13.3% | +5.5% |
| 3M | -3.7% | -24.4% | +20.8% | +4.1% |
| 6M | +29.9% | -28.7% | +58.6% | +42.1% |
| YTD | +17.4% | -19.1% | +36.6% | +19.9% |
| 1Y | +22.4% | -29.7% | +52.1% | +33.0% |
| 3Y | +41.3% | +4.8% | +36.5% | +10.2% |
| All | -66.2% | +25.3% | -91.5% | -81.7% |
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 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