+86.8%
LEN vs Z
+25.1%
+61.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.4% |
| 7D | -3.2% | -3.0% | -0.2% | -2.4% |
| 30D | -4.9% | -4.2% | -0.7% | -3.9% |
| 3M | -8.5% | -3.7% | -4.8% | -8.1% |
| 6M | -20.7% | -24.5% | +3.9% | -15.1% |
| YTD | -17.4% | -49.3% | +31.9% | -2.5% |
| 1Y | -38.2% | -58.7% | +20.4% | -23.0% |
| 3Y | -24.9% | -34.1% | +9.3% | -20.6% |
| 5Y | -11.4% | -64.5% | +53.1% | +1.9% |
| 10Y | +110.0% | -0.5% | +110.5% | +61.0% |
| All | +86.8% | +25.1% | +61.7% | +33.0% |
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