-58.7%
ZTS vs LNT
+50.4%
-109.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.3% |
| 7D | -4.8% | +1.0% | -5.8% | -5.2% |
| 30D | +1.2% | -1.1% | +2.3% | +1.6% |
| 3M | -6.0% | -3.6% | -2.4% | -4.8% |
| 6M | -38.7% | -2.7% | -36.1% | -38.2% |
| YTD | -40.6% | +8.0% | -48.6% | -42.7% |
| 1Y | -50.6% | +10.5% | -61.0% | -52.9% |
| 3Y | -58.7% | +49.6% | -108.3% | -65.1% |
| All | -58.7% | +50.4% | -109.2% | -65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling