+59.0%
ZTS vs LII
+171.3%
-112.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.0% |
| 7D | -2.0% | -0.7% | -1.3% | -1.8% |
| 30D | +1.9% | -12.6% | +14.5% | +6.3% |
| 3M | -4.0% | -24.4% | +20.4% | +3.5% |
| 6M | -39.1% | -28.7% | -10.4% | -33.3% |
| YTD | -38.8% | -19.1% | -19.7% | -36.1% |
| 1Y | -49.6% | -29.7% | -19.9% | -44.9% |
| 3Y | -59.0% | +4.8% | -63.8% | -63.0% |
| 5Y | -61.8% | +24.6% | -86.3% | -68.9% |
| All | +59.0% | +171.3% | -112.3% | +2.9% |
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