+395.4%
ZS vs LYB
-0.5%
+395.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -8.1% | -0.7% | -7.3% | -7.9% |
| 30D | -8.4% | +1.5% | -10.0% | -8.8% |
| 3M | +31.1% | -0.3% | +31.4% | +30.8% |
| 6M | +4.4% | +0.1% | +4.3% | +3.5% |
| YTD | -27.3% | +53.4% | -80.8% | -33.8% |
| 1Y | -41.4% | +25.6% | -67.0% | -44.7% |
| 3Y | +1.7% | -21.3% | +23.0% | +3.6% |
| 5Y | -39.6% | -2.4% | -37.2% | -40.7% |
| All | +395.4% | -0.5% | +395.9% | +413.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling