+31.5%
ZS vs LCID
-95.4%
+127.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -4.8% |
| 7D | -7.8% | -6.6% | -1.2% | -6.9% |
| 30D | +5.0% | -30.1% | +35.2% | +11.0% |
| 3M | +25.5% | -17.6% | +43.1% | +25.9% |
| 6M | +8.7% | -54.4% | +63.1% | +19.1% |
| YTD | -24.5% | -55.7% | +31.2% | -17.4% |
| 1Y | -36.7% | -71.0% | +34.3% | -26.1% |
| 3Y | +7.2% | -92.6% | +99.9% | +45.4% |
| 5Y | -40.9% | -97.6% | +56.7% | -3.8% |
| All | +31.5% | -95.4% | +127.0% | +100.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling