+77.0%
ZTS vs LII
+170.7%
-93.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +2.9% |
| 7D | -1.0% | -1.2% | +0.1% | -0.5% |
| 30D | +10.8% | -2.0% | +12.7% | +11.3% |
| 3M | +14.1% | -20.2% | +34.3% | +22.5% |
| 6M | +0.8% | -32.5% | +33.3% | +12.4% |
| YTD | -33.1% | -27.4% | -5.7% | -27.7% |
| 1Y | -30.0% | -28.2% | -1.8% | -24.2% |
| 3Y | -49.5% | -7.2% | -42.3% | -52.6% |
| 5Y | -60.2% | +19.9% | -80.1% | -67.4% |
| 10Y | +77.0% | +168.6% | -91.6% | +13.6% |
| All | +77.0% | +170.7% | -93.7% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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