+46.6%
ZM vs LSCC
+783.6%
-737.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.3% |
| 7D | -1.0% | +5.0% | -6.0% | -2.3% |
| 30D | -7.0% | -11.7% | +4.8% | -4.9% |
| 3M | -15.2% | -13.3% | -1.9% | -13.5% |
| 6M | -16.8% | -12.5% | -4.2% | -17.0% |
| YTD | +5.4% | +51.2% | -45.8% | -11.0% |
| 1Y | +9.3% | +65.9% | -56.6% | -10.3% |
| 3Y | +46.5% | +95.3% | -48.9% | +5.5% |
| 5Y | -63.8% | +38.6% | -102.4% | -73.2% |
| All | +46.6% | +783.6% | -737.0% | -7.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling