+202.6%
ZTS vs LII
+608.3%
-405.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.7% |
| 7D | +1.0% | -0.2% | +1.2% | +1.1% |
| 30D | +12.4% | -0.6% | +13.0% | +12.4% |
| 3M | +13.6% | -17.0% | +30.6% | +20.4% |
| 6M | +9.3% | -31.1% | +40.4% | +21.0% |
| YTD | -32.6% | -27.7% | -4.9% | -27.1% |
| 1Y | -30.0% | -26.2% | -3.9% | -24.9% |
| 3Y | -48.7% | -9.6% | -39.1% | -51.0% |
| 5Y | -59.3% | +15.7% | -75.0% | -65.7% |
| 10Y | +79.8% | +166.9% | -87.1% | +9.1% |
| All | +202.6% | +608.3% | -405.8% | +42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling