+174.6%
ZTS vs LSCC
+2,481.3%
-2,306.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -0.9% |
| 7D | -2.0% | +1.3% | -3.3% | -2.2% |
| 30D | +1.9% | -9.7% | +11.6% | +3.3% |
| 3M | -4.0% | -23.7% | +19.7% | -1.1% |
| 6M | -39.1% | +26.5% | -65.6% | -42.9% |
| YTD | -38.8% | +57.5% | -96.3% | -45.0% |
| 1Y | -49.6% | +75.7% | -125.3% | -55.6% |
| 3Y | -59.0% | +19.5% | -78.4% | -63.2% |
| 5Y | -61.8% | +83.8% | -145.5% | -69.5% |
| 10Y | +61.4% | +1,772.4% | -1,710.9% | -10.8% |
| All | +174.6% | +2,481.3% | -2,306.7% | +44.7% |
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