+414.5%
ZS vs LII
+112.0%
+302.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.2% | -5.7% | -4.9% |
| 7D | -7.8% | -0.7% | -7.1% | -7.6% |
| 30D | +5.0% | -12.6% | +17.6% | +10.4% |
| 3M | +25.5% | -24.4% | +50.0% | +36.9% |
| 6M | +8.7% | -28.7% | +37.4% | +19.2% |
| YTD | -24.5% | -19.1% | -5.4% | -22.9% |
| 1Y | -36.7% | -29.7% | -7.0% | -31.3% |
| 3Y | +7.2% | +4.8% | +2.4% | -9.1% |
| 5Y | -40.9% | +24.6% | -65.5% | -57.2% |
| All | +414.5% | +112.0% | +302.5% | +207.7% |
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