+499.0%
ZS vs LII
+86.4%
+412.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -2.3% |
| 7D | -16.9% | -0.6% | -16.3% | -16.7% |
| 30D | -7.4% | -4.6% | -2.8% | -6.3% |
| 3M | +21.6% | -21.2% | +42.8% | +32.1% |
| 6M | +42.4% | -36.4% | +78.8% | +64.3% |
| YTD | -12.1% | -28.9% | +16.8% | -6.4% |
| 1Y | -37.8% | -29.5% | -8.3% | -33.6% |
| 3Y | +20.9% | -8.6% | +29.5% | +7.7% |
| 5Y | -41.6% | +20.2% | -61.8% | -57.1% |
| All | +499.0% | +86.4% | +412.6% | +273.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling