-0.3%
ZS vs LUNR
+228.4%
-228.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.5% | +0.8% |
| 7D | -3.1% | -3.1% | 0.0% | -3.0% |
| 30D | -7.2% | -15.3% | +8.1% | -6.4% |
| 3M | +30.5% | -53.2% | +83.6% | +35.5% |
| 6M | +7.0% | -22.2% | +29.2% | +5.1% |
| YTD | -26.8% | -11.6% | -15.3% | -29.4% |
| 1Y | -42.6% | +68.4% | -111.0% | -47.7% |
| 3Y | -0.3% | +216.8% | -217.1% | -6.8% |
| All | -0.3% | +228.4% | -228.7% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 3y: compounded portfolio wealth divided by compounded LUNR 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…
3y analysis · Full analysis span regression · 6 months rolling