+109.1%
LEN vs Z
-5.7%
+114.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -3.4% | -7.1% | +3.7% | -1.4% |
| 30D | -5.7% | -4.8% | -0.9% | -4.5% |
| 3M | -12.2% | -9.3% | -2.9% | -10.3% |
| 6M | -18.3% | -29.0% | +10.7% | -10.9% |
| YTD | -20.2% | -52.9% | +32.7% | -3.5% |
| 1Y | -40.1% | -63.1% | +23.1% | -22.5% |
| 3Y | -26.2% | -36.9% | +10.7% | -21.0% |
| 5Y | -9.8% | -65.5% | +55.7% | +4.7% |
| 10Y | +109.1% | -3.9% | +113.0% | +63.1% |
| All | +109.1% | -5.7% | +114.8% | +63.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling