-0.3%
ZS vs LYV
+109.4%
-109.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -3.1% | -1.9% | -1.2% | -2.3% |
| 30D | -7.2% | -8.2% | +1.0% | -4.3% |
| 3M | +30.5% | -1.3% | +31.7% | +30.8% |
| 6M | +7.0% | +2.6% | +4.4% | +4.9% |
| YTD | -26.8% | +19.4% | -46.2% | -33.4% |
| 1Y | -42.6% | -2.2% | -40.4% | -42.5% |
| 3Y | -0.3% | +106.0% | -106.4% | -35.4% |
| All | -0.3% | +109.4% | -109.7% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling