-42.5%
ZS vs LII
-32.7%
-9.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.3% | -4.8% |
| 7D | -9.2% | +2.1% | -11.3% | -9.0% |
| 30D | -4.0% | -12.4% | +8.4% | -5.4% |
| 3M | +25.3% | -24.8% | +50.1% | +21.6% |
| 6M | -1.3% | -25.2% | +23.9% | -3.8% |
| YTD | -28.0% | -20.3% | -7.7% | -31.3% |
| 1Y | -42.5% | -32.9% | -9.5% | -41.6% |
| All | -42.5% | -32.7% | -9.8% | -41.6% |
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