+99.7%
LEN vs Z
+6.9%
+92.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -2.4% |
| 7D | +2.1% | -4.6% | +6.6% | +3.3% |
| 30D | +16.6% | +8.3% | +8.2% | +13.8% |
| 3M | +5.3% | -11.6% | +16.9% | +8.5% |
| 6M | -0.8% | -33.6% | +32.9% | +10.1% |
| YTD | -11.7% | -56.7% | +44.9% | +8.5% |
| 1Y | -24.6% | -59.1% | +34.5% | -5.9% |
| 3Y | -18.7% | -20.4% | +1.7% | -18.4% |
| 5Y | -4.4% | -55.3% | +50.8% | +5.8% |
| 10Y | +152.2% | -14.2% | +166.4% | +101.4% |
| All | +99.7% | +6.9% | +92.8% | +48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling