-31.6%
ZS vs LYB
+47.4%
-79.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.7% | +4.4% | -0.3% |
| 7D | -12.3% | -6.2% | -6.0% | -12.2% |
| 30D | +11.2% | +6.3% | +4.9% | +11.3% |
| 3M | +37.5% | +4.1% | +33.4% | +37.4% |
| 6M | +57.8% | -15.5% | +73.3% | +58.6% |
| YTD | -0.2% | +50.2% | -50.5% | +5.5% |
| 1Y | -31.6% | +50.6% | -82.2% | -27.6% |
| All | -31.6% | +47.4% | -79.1% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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