+174.6%
ZTS vs LNT
+358.3%
-183.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.0% | -0.1% | -1.9% | -1.9% |
| 30D | +1.9% | -3.2% | +5.1% | +3.1% |
| 3M | -4.0% | -4.1% | +0.1% | -2.6% |
| 6M | -39.1% | -4.6% | -34.6% | -38.1% |
| YTD | -38.8% | +7.0% | -45.8% | -40.7% |
| 1Y | -49.6% | +8.3% | -57.9% | -51.4% |
| 3Y | -59.0% | +51.0% | -110.0% | -65.7% |
| 5Y | -61.8% | +30.2% | -91.9% | -66.4% |
| 10Y | +61.4% | +143.6% | -82.1% | +15.8% |
| All | +174.6% | +358.3% | -183.6% | +61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling