+28.7%
ZS vs LCID
-95.8%
+124.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.8% | +10.3% | +3.8% |
| 7D | -3.8% | -9.3% | +5.5% | -2.4% |
| 30D | -6.0% | -35.4% | +29.4% | +0.6% |
| 3M | +32.0% | -17.1% | +49.1% | +32.1% |
| 6M | +2.1% | -58.9% | +61.1% | +13.8% |
| YTD | -26.2% | -59.6% | +33.5% | -18.0% |
| 1Y | -41.2% | -78.0% | +36.8% | -28.0% |
| 3Y | +3.3% | -92.7% | +96.0% | +39.5% |
| 5Y | -40.7% | -97.8% | +57.1% | -1.9% |
| All | +28.7% | -95.8% | +124.5% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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