+201.1%
ZTS vs LSCC
+2,634.3%
-2,433.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.4% | -10.2% | -1.5% |
| 7D | -7.4% | +14.5% | -21.9% | -9.5% |
| 30D | +9.9% | -0.1% | +9.9% | +9.2% |
| 3M | +10.3% | -2.7% | +13.0% | +9.5% |
| 6M | +9.2% | -4.8% | +14.0% | +7.1% |
| YTD | -32.9% | +66.9% | -99.7% | -40.8% |
| 1Y | -29.7% | +85.8% | -115.6% | -39.3% |
| 3Y | -49.0% | +115.6% | -164.5% | -59.1% |
| 5Y | -59.3% | +48.8% | -108.1% | -66.6% |
| 10Y | +78.9% | +1,490.3% | -1,411.3% | -0.6% |
| All | +201.1% | +2,634.3% | -2,433.2% | +55.7% |
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