-40.0%
ZS vs LSCC
+82.7%
-122.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.0% | -6.5% | -5.2% |
| 7D | -7.8% | +1.3% | -9.1% | -8.3% |
| 30D | +5.0% | -9.7% | +14.7% | +8.7% |
| 3M | +25.5% | -23.7% | +49.2% | +35.1% |
| 6M | +8.7% | +26.5% | -17.8% | -7.8% |
| YTD | -24.5% | +57.5% | -82.0% | -43.4% |
| 1Y | -36.7% | +75.7% | -112.4% | -55.6% |
| 3Y | +7.2% | +19.5% | -12.2% | -16.4% |
| All | -40.0% | +82.7% | -122.7% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling