-67.1%
ZM vs LNT
+31.4%
-98.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -5.7% | -1.0% | -4.6% | -5.6% |
| 30D | -9.1% | -4.2% | -4.9% | -8.7% |
| 3M | +3.5% | -6.7% | +10.2% | +4.2% |
| 6M | +25.7% | -3.6% | +29.2% | +25.7% |
| YTD | +10.8% | +5.9% | +4.9% | +8.8% |
| 1Y | +12.8% | +7.3% | +5.5% | +10.3% |
| 3Y | +33.1% | +46.5% | -13.3% | +21.6% |
| All | -67.1% | +31.4% | -98.5% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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