+49.1%
ZS vs LCID
-97.1%
+146.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.2% | +8.8% | +1.1% |
| 7D | -2.6% | -10.2% | +7.6% | -1.2% |
| 30D | -12.8% | -10.2% | -2.6% | -11.9% |
| 3M | +2.3% | -54.1% | +56.4% | +14.7% |
| 6M | +26.3% | -53.8% | +80.0% | +37.3% |
| YTD | -14.4% | -72.0% | +57.6% | -0.1% |
| 1Y | -37.6% | -80.5% | +42.9% | -22.8% |
| 3Y | +8.0% | -92.6% | +100.6% | +42.4% |
| 5Y | -44.9% | -99.3% | +54.5% | +3.4% |
| All | +49.1% | -97.1% | +146.2% | +142.4% |
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