-61.4%
ZTS vs LCID
-97.6%
+36.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.4% | -0.7% |
| 7D | -2.0% | -6.6% | +4.6% | -1.6% |
| 30D | +1.9% | -30.1% | +32.1% | +4.1% |
| 3M | -4.0% | -17.6% | +13.6% | -4.0% |
| 6M | -39.1% | -54.4% | +15.3% | -36.8% |
| YTD | -38.8% | -55.7% | +16.9% | -36.5% |
| 1Y | -49.6% | -71.0% | +21.5% | -46.4% |
| 3Y | -59.0% | -92.6% | +33.7% | -53.6% |
| All | -61.4% | -97.6% | +36.2% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling