-58.5%
ZTS vs LSCC
+20.0%
-78.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -0.8% |
| 7D | -2.0% | +1.3% | -3.3% | -2.1% |
| 30D | +1.9% | -9.7% | +11.6% | +2.7% |
| 3M | -4.0% | -23.7% | +19.7% | -2.1% |
| 6M | -39.1% | +26.5% | -65.6% | -41.9% |
| YTD | -38.8% | +57.5% | -96.3% | -43.3% |
| 1Y | -49.6% | +75.7% | -125.3% | -53.9% |
| All | -58.5% | +20.0% | -78.6% | -63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling