-32.1%
ZTS vs LSCC
+68.2%
-100.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.1% | -10.4% | -3.2% |
| 7D | -0.4% | +13.0% | -13.4% | 0.0% |
| 30D | +11.7% | -19.8% | +31.5% | +11.9% |
| 3M | +3.5% | -18.4% | +21.9% | +3.6% |
| 6M | -27.6% | -16.1% | -11.5% | -28.8% |
| YTD | -35.5% | +42.7% | -78.2% | -38.8% |
| 1Y | -32.1% | +68.0% | -100.1% | -36.2% |
| All | -32.1% | +68.2% | -100.3% | -36.2% |
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