+51.0%
ZS vs LCID
-96.3%
+147.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.7% | -6.8% | -2.8% |
| 7D | -13.4% | +24.8% | -38.2% | -16.7% |
| 30D | -16.6% | -0.5% | -16.1% | -16.9% |
| 3M | +10.3% | -43.0% | +53.3% | +19.7% |
| 6M | +28.1% | -40.5% | +68.7% | +34.0% |
| YTD | -13.3% | -64.3% | +51.0% | -2.5% |
| 1Y | -40.7% | -78.1% | +37.3% | -27.8% |
| 3Y | +11.4% | -90.1% | +101.4% | +40.1% |
| 5Y | -42.2% | -99.1% | +56.9% | +3.7% |
| All | +51.0% | -96.3% | +147.3% | +136.4% |
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