+8.0%
ZS vs LII
-8.2%
+16.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | -2.6% | +2.9% | -5.6% | -3.1% |
| 30D | -12.8% | +0.9% | -13.7% | -13.0% |
| 3M | +2.3% | -15.5% | +17.8% | +4.9% |
| 6M | +26.3% | -30.2% | +56.5% | +31.9% |
| YTD | -14.4% | -26.8% | +12.4% | -14.0% |
| 1Y | -37.6% | -25.3% | -12.4% | -37.9% |
| 3Y | +8.0% | -7.8% | +15.8% | -6.3% |
| All | +8.0% | -8.2% | +16.2% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling