+55.7%
ZTS vs LVS
0.0%
+55.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | 0.0% |
| 7D | -3.7% | -3.5% | -0.3% | -3.0% |
| 30D | -0.8% | -6.2% | +5.5% | +0.6% |
| 3M | -9.7% | -14.8% | +5.1% | -6.7% |
| 6M | -38.4% | -20.9% | -17.5% | -35.5% |
| YTD | -41.1% | -33.0% | -8.0% | -36.4% |
| 1Y | -50.6% | -20.0% | -30.6% | -48.8% |
| 3Y | -59.1% | -6.9% | -52.2% | -59.8% |
| 5Y | -62.7% | +9.1% | -71.8% | -65.7% |
| All | +55.7% | 0.0% | +55.7% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 10y: compounded portfolio wealth divided by compounded LVS 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…
10y analysis · Full analysis span regression · 6 months rolling