-61.2%
ZTS vs LSCC
+26.3%
-87.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.1% | -10.4% | -4.3% |
| 7D | -0.4% | +13.0% | -13.4% | -2.1% |
| 30D | +11.7% | -19.8% | +31.5% | +14.7% |
| 3M | +3.5% | -18.4% | +21.9% | +5.5% |
| 6M | -27.6% | -16.1% | -11.5% | -27.7% |
| YTD | -35.5% | +42.7% | -78.2% | -42.1% |
| 1Y | -32.1% | +68.0% | -100.1% | -41.0% |
| 3Y | -49.1% | +85.8% | -134.9% | -59.2% |
| All | -61.2% | +26.3% | -87.6% | -68.5% |
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 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