+45.4%
ZM vs LSCC
+81.4%
-36.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.1% | -5.9% | +0.4% |
| 7D | -5.9% | +13.0% | -18.8% | -7.3% |
| 30D | -5.2% | -19.8% | +14.7% | -3.1% |
| 3M | -11.3% | -18.4% | +7.1% | -9.7% |
| 6M | -14.5% | -16.1% | +1.6% | -14.3% |
| YTD | +4.2% | +42.7% | -38.6% | -4.5% |
| 1Y | +9.3% | +68.0% | -58.7% | -2.7% |
| 3Y | +45.4% | +85.8% | -40.5% | +22.2% |
| All | +45.4% | +81.4% | -36.0% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling