-31.6%
ZS vs LYV
+25.0%
-56.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.6% |
| 7D | -12.3% | +6.2% | -18.5% | -13.0% |
| 30D | +11.2% | +7.3% | +3.9% | +10.1% |
| 3M | +37.5% | -0.3% | +37.8% | +37.2% |
| 6M | +57.8% | +16.2% | +41.6% | +55.3% |
| YTD | -0.2% | +28.5% | -28.8% | -4.7% |
| 1Y | -31.6% | +21.5% | -53.1% | -34.6% |
| All | -31.6% | +25.0% | -56.6% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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