+78.9%
ZTS vs LII
+172.8%
-93.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -7.4% | -2.3% | -5.1% | -6.6% |
| 30D | +9.9% | -1.7% | +11.6% | +10.3% |
| 3M | +10.3% | -18.3% | +28.6% | +17.6% |
| 6M | +9.2% | -32.3% | +41.5% | +21.7% |
| YTD | -32.9% | -27.1% | -5.8% | -27.6% |
| 1Y | -29.7% | -27.2% | -2.5% | -24.2% |
| 3Y | -49.0% | -8.9% | -40.0% | -51.7% |
| 5Y | -59.3% | +19.7% | -78.9% | -66.6% |
| 10Y | +78.9% | +168.9% | -89.9% | +13.4% |
| All | +78.9% | +172.8% | -93.9% | +13.4% |
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