-45.2%
ZTS vs LCID
-96.5%
+51.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.4% | -5.7% | +3.2% |
| 7D | -1.0% | +20.0% | -21.0% | -2.0% |
| 30D | +10.8% | -5.0% | +15.8% | +10.9% |
| 3M | +14.1% | -48.9% | +62.9% | +17.6% |
| 6M | +0.8% | -43.2% | +44.0% | +2.4% |
| YTD | -33.1% | -65.9% | +32.8% | -30.4% |
| 1Y | -30.0% | -79.2% | +49.2% | -25.4% |
| 3Y | -49.5% | -90.4% | +40.9% | -45.7% |
| 5Y | -60.2% | -99.2% | +39.0% | -53.7% |
| All | -45.2% | -96.5% | +51.3% | -34.2% |
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