-26.7%
ZTS vs LNT
+13.9%
-40.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.3% | +5.2% | +6.6% |
| 7D | +15.4% | +7.2% | +8.3% | +12.9% |
| 30D | +25.8% | +15.6% | +10.1% | +20.3% |
| 3M | +18.1% | +5.2% | +12.9% | +16.3% |
| 6M | -19.7% | +1.7% | -21.4% | -20.2% |
| YTD | -27.5% | +17.0% | -44.5% | -30.8% |
| 1Y | -26.7% | +14.2% | -41.0% | -29.0% |
| All | -26.7% | +13.9% | -40.6% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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