-59.0%
ZTS vs LVS
-6.8%
-52.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | 0.0% |
| 7D | -3.8% | -2.7% | -1.0% | -3.1% |
| 30D | -2.0% | -4.7% | +2.7% | -0.9% |
| 3M | -10.2% | -15.6% | +5.4% | -6.8% |
| 6M | -39.4% | -18.6% | -20.8% | -36.7% |
| YTD | -40.8% | -32.3% | -8.6% | -35.9% |
| 1Y | -50.1% | -18.0% | -32.1% | -48.4% |
| All | -59.0% | -6.8% | -52.2% | -60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling