-58.7%
ZTS vs LII
+17.0%
-75.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | +5.6% | +2.9% | +2.6% | +4.7% |
| 30D | +12.1% | +0.9% | +11.2% | +11.6% |
| 3M | +11.3% | -15.5% | +26.8% | +16.6% |
| 6M | +14.3% | -30.2% | +44.5% | +24.5% |
| YTD | -31.9% | -26.8% | -5.0% | -27.3% |
| 1Y | -29.3% | -25.3% | -4.0% | -25.1% |
| 3Y | -48.0% | -7.8% | -40.3% | -52.0% |
| All | -58.7% | +17.0% | -75.7% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling