+87.8%
ZTS vs LSCC
+1,351.6%
-1,263.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.5% | +6.5% | +2.0% |
| 7D | +5.6% | +7.0% | -1.4% | +4.2% |
| 30D | +12.1% | -2.3% | +14.4% | +11.7% |
| 3M | +11.3% | -12.5% | +23.8% | +12.3% |
| 6M | +14.3% | -10.6% | +24.9% | +12.9% |
| YTD | -31.9% | +52.7% | -84.6% | -40.2% |
| 1Y | -29.3% | +74.0% | -103.2% | -39.7% |
| 3Y | -48.0% | +104.8% | -152.8% | -59.7% |
| 5Y | -58.9% | +36.2% | -95.1% | -67.0% |
| All | +87.8% | +1,351.6% | -1,263.8% | -10.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling