+390.7%
ZS vs LII
+109.1%
+281.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.3% | -4.1% |
| 7D | -9.2% | +2.1% | -11.3% | -9.9% |
| 30D | -4.0% | -12.4% | +8.4% | +0.9% |
| 3M | +25.3% | -24.8% | +50.1% | +36.8% |
| 6M | -1.3% | -25.2% | +23.9% | +5.9% |
| YTD | -28.0% | -20.3% | -7.7% | -26.1% |
| 1Y | -42.5% | -32.9% | -9.5% | -36.1% |
| 3Y | +0.7% | +2.0% | -1.3% | -13.5% |
| 5Y | -42.3% | +24.4% | -66.7% | -58.2% |
| All | +390.7% | +109.1% | +281.6% | +195.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling