-22.2%
ZTS vs LYFT
-82.5%
+60.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.1% |
| 7D | -3.7% | -8.4% | +4.6% | -2.9% |
| 30D | -0.8% | -7.6% | +6.8% | 0.0% |
| 3M | -9.7% | +11.7% | -21.5% | -11.1% |
| 6M | -38.4% | +15.1% | -53.5% | -39.6% |
| YTD | -41.1% | -20.9% | -20.2% | -40.1% |
| 1Y | -50.6% | -16.4% | -34.2% | -50.3% |
| 3Y | -59.1% | +35.2% | -94.4% | -62.8% |
| 5Y | -62.7% | -69.4% | +6.7% | -62.0% |
| All | -22.2% | -82.5% | +60.2% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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