+398.6%
ZS vs LNT
+120.6%
+278.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -3.1% | -1.0% | -2.1% | -3.1% |
| 30D | -7.2% | -4.2% | -3.0% | -7.3% |
| 3M | +30.5% | -6.7% | +37.1% | +30.4% |
| 6M | +7.0% | -3.6% | +10.6% | +6.9% |
| YTD | -26.8% | +5.9% | -32.7% | -27.1% |
| 1Y | -42.6% | +7.3% | -49.9% | -42.8% |
| 3Y | -0.3% | +46.5% | -46.8% | -2.0% |
| 5Y | -39.2% | +32.5% | -71.7% | -40.1% |
| All | +398.6% | +120.6% | +278.0% | +428.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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