+499.0%
ZS vs LSCC
+1,593.9%
-1,094.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +7.1% | -10.2% | -5.4% |
| 7D | -16.9% | +13.0% | -29.9% | -20.4% |
| 30D | -7.4% | -19.8% | +12.4% | -1.4% |
| 3M | +21.6% | -18.4% | +40.0% | +26.8% |
| 6M | +42.4% | -16.1% | +58.5% | +42.6% |
| YTD | -12.1% | +42.7% | -54.8% | -30.7% |
| 1Y | -37.8% | +68.0% | -105.8% | -54.3% |
| 3Y | +20.9% | +85.8% | -64.9% | -23.9% |
| 5Y | -41.6% | +28.0% | -69.6% | -59.5% |
| All | +499.0% | +1,593.9% | -1,094.9% | +89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling