-59.3%
ZTS vs LSCC
+36.3%
-95.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.5% |
| 7D | -0.6% | +5.0% | -5.7% | -1.3% |
| 30D | +11.0% | -11.7% | +22.7% | +12.4% |
| 3M | +10.9% | -13.3% | +24.2% | +12.2% |
| 6M | +0.9% | -12.5% | +13.5% | +0.2% |
| YTD | -33.0% | +51.2% | -84.2% | -40.3% |
| 1Y | -29.6% | +65.9% | -95.5% | -38.6% |
| 3Y | -49.0% | +95.3% | -144.4% | -59.4% |
| All | -59.3% | +36.3% | -95.6% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling