+205.7%
ZTS vs LNG
+1,412.8%
-1,207.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.1% |
| 7D | +5.6% | +11.3% | -5.8% | +3.5% |
| 30D | +12.1% | +10.6% | +1.4% | +9.7% |
| 3M | +11.3% | +16.1% | -4.9% | +7.8% |
| 6M | +14.3% | +29.6% | -15.2% | +8.3% |
| YTD | -31.9% | +60.3% | -92.2% | -38.2% |
| 1Y | -29.3% | +46.1% | -75.4% | -34.7% |
| 3Y | -48.0% | +85.9% | -134.0% | -54.7% |
| 5Y | -58.9% | +210.8% | -269.7% | -68.2% |
| 10Y | +81.7% | +808.8% | -727.1% | +9.5% |
| All | +205.7% | +1,412.8% | -1,207.1% | +62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling