-40.7%
ZS vs LSCC
+69.4%
-110.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -2.2% |
| 7D | -13.4% | +5.0% | -18.4% | -13.1% |
| 30D | -16.6% | -11.7% | -4.9% | -17.6% |
| 3M | +10.3% | -13.3% | +23.6% | +9.4% |
| 6M | +28.1% | -12.5% | +40.7% | +28.4% |
| YTD | -13.3% | +51.2% | -64.5% | -13.8% |
| 1Y | -40.7% | +65.9% | -106.6% | -41.1% |
| All | -40.7% | +69.4% | -110.1% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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