-26.7%
ZTS vs LSCC
+57.8%
-84.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.3% | +6.2% | +7.5% |
| 7D | +15.4% | +3.0% | +12.5% | +15.5% |
| 30D | +25.8% | -19.3% | +45.0% | +25.9% |
| 3M | +18.1% | -22.3% | +40.4% | +18.5% |
| 6M | -19.7% | -14.6% | -5.2% | -21.1% |
| YTD | -27.5% | +45.8% | -73.3% | -31.5% |
| 1Y | -26.7% | +69.6% | -96.3% | -32.2% |
| All | -26.7% | +57.8% | -84.6% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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