-44.8%
ZTS vs LCID
-96.8%
+52.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -11.3% | +11.8% | +1.1% |
| 7D | +1.0% | +9.2% | -8.2% | +0.5% |
| 30D | +12.4% | -3.0% | +15.4% | +12.4% |
| 3M | +13.6% | -50.2% | +63.8% | +17.2% |
| 6M | +9.3% | -45.8% | +55.2% | +11.3% |
| YTD | -32.6% | -69.2% | +36.6% | -29.5% |
| 1Y | -30.0% | -80.4% | +50.3% | -25.2% |
| 3Y | -48.7% | -91.4% | +42.7% | -44.5% |
| 5Y | -59.3% | -99.3% | +40.0% | -52.3% |
| All | -44.8% | -96.8% | +52.0% | -33.3% |
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