+45.0%
ZM vs LII
+39.4%
+5.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.1% | +1.7% |
| 7D | -5.9% | -0.6% | -5.3% | -5.8% |
| 30D | -5.2% | -4.6% | -0.6% | -4.5% |
| 3M | -11.3% | -21.2% | +9.9% | -6.2% |
| 6M | -14.5% | -36.4% | +21.9% | -5.8% |
| YTD | +4.2% | -28.9% | +33.1% | +9.4% |
| 1Y | +9.3% | -29.5% | +38.8% | +15.1% |
| 3Y | +45.4% | -8.6% | +54.0% | +35.4% |
| 5Y | -66.0% | +20.2% | -86.3% | -73.3% |
| All | +45.0% | +39.4% | +5.6% | +37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling