+189.6%
ZTS vs LSCC
+2,239.0%
-2,049.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.1% | -10.4% | -4.4% |
| 7D | -0.4% | +13.0% | -13.4% | -2.3% |
| 30D | +11.7% | -19.8% | +31.5% | +14.9% |
| 3M | +3.5% | -18.4% | +21.9% | +5.6% |
| 6M | -27.6% | -16.1% | -11.5% | -27.5% |
| YTD | -35.5% | +42.7% | -78.2% | -41.6% |
| 1Y | -32.1% | +68.0% | -100.1% | -40.5% |
| 3Y | -49.1% | +85.8% | -134.9% | -58.3% |
| 5Y | -61.0% | +28.0% | -89.1% | -67.3% |
| 10Y | +74.4% | +1,255.1% | -1,180.7% | -0.7% |
| All | +189.6% | +2,239.0% | -2,049.4% | +53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling