-51.5%
ZTS vs LCID
-95.8%
+44.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.8% | +7.4% | +0.1% |
| 7D | -3.8% | -9.3% | +5.6% | -3.3% |
| 30D | -2.0% | -35.4% | +33.4% | +0.1% |
| 3M | -10.2% | -17.1% | +6.9% | -10.2% |
| 6M | -39.4% | -58.9% | +19.5% | -37.2% |
| YTD | -40.8% | -59.6% | +18.8% | -38.8% |
| 1Y | -50.1% | -78.0% | +27.9% | -46.9% |
| 3Y | -58.9% | -92.7% | +33.8% | -55.0% |
| 5Y | -62.4% | -97.8% | +35.5% | -56.9% |
| All | -51.5% | -95.8% | +44.3% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded LCID 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling