-22.5%
LEN vs Z
-54.2%
+31.6%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +9.4% | -2.3% | +4.3% |
| 7D | +10.5% | +10.2% | +0.3% | +7.5% |
| 30D | +24.6% | +23.7% | +1.0% | +18.1% |
| 3M | +6.6% | -6.6% | +13.2% | +6.7% |
| 6M | +10.6% | -23.0% | +33.7% | +13.2% |
| YTD | -8.3% | -50.3% | +42.0% | -1.0% |
| 1Y | -22.5% | -53.6% | +31.1% | -14.4% |
| All | -22.5% | -54.2% | +31.6% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling