+55.7%
ZTS vs LNG
+562.2%
-506.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -3.7% | -4.7% | +0.9% | -2.8% |
| 30D | -0.8% | +3.8% | -4.6% | -1.6% |
| 3M | -9.7% | +16.2% | -25.9% | -12.7% |
| 6M | -38.4% | +11.7% | -50.1% | -40.0% |
| YTD | -41.1% | +44.2% | -85.3% | -45.8% |
| 1Y | -50.6% | +18.6% | -69.2% | -52.6% |
| 3Y | -59.1% | +77.4% | -136.6% | -64.6% |
| 5Y | -62.7% | +232.3% | -295.0% | -72.8% |
| All | +55.7% | +562.2% | -506.5% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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