+483.2%
ZS vs LII
+91.9%
+391.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | -2.6% | +2.9% | -5.6% | -3.7% |
| 30D | -12.8% | +0.9% | -13.7% | -13.5% |
| 3M | +2.3% | -15.5% | +17.8% | +8.4% |
| 6M | +26.3% | -30.2% | +56.5% | +40.4% |
| YTD | -14.4% | -26.8% | +12.4% | -9.8% |
| 1Y | -37.6% | -25.3% | -12.4% | -35.1% |
| 3Y | +8.0% | -7.8% | +15.8% | -3.8% |
| 5Y | -44.9% | +17.0% | -61.8% | -59.2% |
| All | +483.2% | +91.9% | +391.4% | +260.0% |
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