-29.7%
ZTS vs LII
-28.3%
-1.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.2% |
| 7D | -1.0% | -1.2% | +0.1% | -0.7% |
| 30D | +10.8% | -2.0% | +12.7% | +11.1% |
| 3M | +14.1% | -20.2% | +34.3% | +18.4% |
| 6M | +0.8% | -32.5% | +33.3% | +6.3% |
| YTD | -33.1% | -27.4% | -5.7% | -31.2% |
| All | -29.7% | -28.3% | -1.4% | -28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling