-36.7%
ZS vs LYV
+6.6%
-43.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.3% | -4.3% |
| 7D | -7.8% | -4.5% | -3.3% | -7.4% |
| 30D | +5.0% | -5.5% | +10.5% | +5.5% |
| 3M | +25.5% | +7.8% | +17.8% | +25.0% |
| 6M | +8.7% | +9.4% | -0.7% | +7.6% |
| YTD | -24.5% | +21.8% | -46.3% | -26.1% |
| 1Y | -36.7% | +6.5% | -43.2% | -37.9% |
| All | -36.7% | +6.6% | -43.3% | -37.9% |
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