+55.5%
ZM vs LSCC
+833.2%
-777.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.4% | -6.2% | -5.1% |
| 7D | +1.6% | +5.2% | -3.6% | +0.4% |
| 30D | -7.7% | -9.6% | +1.9% | -5.7% |
| 3M | -4.7% | -17.8% | +13.1% | -1.8% |
| 6M | +24.4% | +37.4% | -13.0% | +10.7% |
| YTD | +11.8% | +59.7% | -47.9% | -5.8% |
| 1Y | +13.4% | +76.2% | -62.9% | -7.9% |
| 3Y | +33.8% | +28.2% | +5.7% | +11.5% |
| 5Y | -67.2% | +87.2% | -154.4% | -76.5% |
| All | +55.5% | +833.2% | -777.7% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded LSCC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling