-62.2%
ZM vs LSCC
+33.9%
-96.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.5% | +7.6% | +3.6% |
| 7D | +11.0% | +7.0% | +4.1% | +8.9% |
| 30D | +5.6% | -2.3% | +7.9% | +5.4% |
| 3M | -9.1% | -12.5% | +3.4% | -7.3% |
| 6M | -2.6% | -10.6% | +8.0% | -3.8% |
| YTD | +15.7% | +52.7% | -37.0% | -6.9% |
| 1Y | +18.8% | +74.0% | -55.2% | -9.1% |
| 3Y | +62.2% | +104.8% | -42.6% | +1.2% |
| All | -62.2% | +33.9% | -96.1% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling