+87.8%
ZTS vs LVS
-10.5%
+98.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.5% |
| 7D | +5.6% | -0.8% | +6.4% | +5.7% |
| 30D | +12.1% | +10.0% | +2.1% | +9.8% |
| 3M | +11.3% | -11.0% | +22.3% | +14.0% |
| 6M | +14.3% | -20.1% | +34.5% | +19.6% |
| YTD | -31.9% | -36.3% | +4.5% | -25.7% |
| 1Y | -29.3% | -36.8% | +7.6% | -22.7% |
| 3Y | -48.0% | -9.5% | -38.5% | -48.5% |
| 5Y | -58.9% | +9.3% | -68.2% | -62.1% |
| All | +87.8% | -10.5% | +98.3% | +73.7% |
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