+205.7%
ZTS vs LNT
+398.8%
-193.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +5.6% | +1.0% | +4.5% | +5.1% |
| 30D | +12.1% | +9.6% | +2.5% | +8.1% |
| 3M | +11.3% | +5.4% | +5.9% | +8.9% |
| 6M | +14.3% | +3.1% | +11.2% | +12.7% |
| YTD | -31.9% | +16.5% | -48.4% | -36.2% |
| 1Y | -29.3% | +12.3% | -41.6% | -32.7% |
| 3Y | -48.0% | +70.3% | -118.4% | -58.6% |
| 5Y | -58.9% | +56.4% | -115.3% | -66.4% |
| 10Y | +81.7% | +184.3% | -102.6% | +24.3% |
| All | +205.7% | +398.8% | -193.1% | +73.2% |
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