+55.5%
ZM vs LNT
+89.1%
-33.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.9% | -5.8% | -4.8% |
| 7D | +1.6% | +1.0% | +0.6% | +1.7% |
| 30D | -7.7% | -1.1% | -6.6% | -7.7% |
| 3M | -4.7% | -3.6% | -1.1% | -4.8% |
| 6M | +24.4% | -2.7% | +27.1% | +24.3% |
| YTD | +11.8% | +8.0% | +3.8% | +12.0% |
| 1Y | +13.4% | +10.5% | +2.9% | +13.7% |
| 3Y | +33.8% | +49.6% | -15.7% | +36.0% |
| 5Y | -67.2% | +32.2% | -99.4% | -67.1% |
| All | +55.5% | +89.1% | -33.6% | +68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling