-36.7%
ZS vs LII
-28.2%
-8.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.2% | -5.7% | -4.4% |
| 7D | -7.8% | -0.7% | -7.1% | -7.9% |
| 30D | +5.0% | -12.6% | +17.6% | +3.5% |
| 3M | +25.5% | -24.4% | +50.0% | +22.0% |
| 6M | +8.7% | -28.7% | +37.4% | +6.3% |
| YTD | -24.5% | -19.1% | -5.4% | -27.9% |
| 1Y | -36.7% | -29.7% | -7.0% | -36.2% |
| All | -36.7% | -28.2% | -8.5% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling