-62.5%
ZTS vs LVS
+5.3%
-67.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | -0.1% |
| 7D | -3.8% | -2.7% | -1.0% | -3.2% |
| 30D | -2.0% | -4.7% | +2.7% | -1.1% |
| 3M | -10.2% | -15.6% | +5.4% | -7.3% |
| 6M | -39.4% | -18.6% | -20.8% | -37.1% |
| YTD | -40.8% | -32.3% | -8.6% | -36.7% |
| 1Y | -50.1% | -18.0% | -32.1% | -48.7% |
| 3Y | -58.9% | -5.8% | -53.0% | -59.7% |
| All | -62.5% | +5.3% | -67.8% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling