-1.9%
ZS vs LCID
-92.2%
+90.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.6% | -4.5% |
| 7D | -9.2% | +1.8% | -11.0% | -9.4% |
| 30D | -4.0% | -34.2% | +30.2% | -0.3% |
| 3M | +25.3% | -9.1% | +34.4% | +24.6% |
| 6M | -1.3% | -52.6% | +51.3% | +4.2% |
| YTD | -28.0% | -56.2% | +28.2% | -23.6% |
| 1Y | -42.5% | -74.9% | +32.4% | -35.9% |
| All | -1.9% | -92.2% | +90.3% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling