-31.6%
ZS vs LII
-26.0%
-5.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | +0.3% |
| 7D | -12.3% | +7.9% | -20.2% | -11.2% |
| 30D | +11.2% | -0.6% | +11.8% | +11.4% |
| 3M | +37.5% | -19.3% | +56.9% | +32.8% |
| 6M | +57.8% | -29.8% | +87.7% | +49.7% |
| YTD | -0.2% | -25.4% | +25.2% | -6.7% |
| 1Y | -31.6% | -26.2% | -5.4% | -36.0% |
| All | -31.6% | -26.0% | -5.6% | -36.0% |
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