-51.4%
ZTS vs LCID
-95.5%
+44.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.9% |
| 7D | -4.8% | +1.8% | -6.5% | -4.9% |
| 30D | +1.2% | -34.2% | +35.5% | +3.3% |
| 3M | -6.0% | -9.1% | +3.1% | -6.4% |
| 6M | -38.7% | -52.6% | +13.9% | -37.0% |
| YTD | -40.6% | -56.2% | +15.6% | -38.8% |
| 1Y | -50.6% | -74.9% | +24.3% | -47.7% |
| 3Y | -58.7% | -92.1% | +33.3% | -55.0% |
| 5Y | -62.8% | -97.6% | +34.7% | -57.6% |
| All | -51.4% | -95.5% | +44.1% | -42.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling