+103.0%
LEN vs ZBRA
+435.2%
-332.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.3% | +1.5% |
| 7D | -4.8% | -3.4% | -1.4% | -3.6% |
| 30D | -6.6% | -7.4% | +0.8% | -4.1% |
| 3M | -15.7% | +57.5% | -73.2% | -29.8% |
| 6M | -16.6% | +64.0% | -80.6% | -32.2% |
| YTD | -21.3% | +44.3% | -65.6% | -33.5% |
| 1Y | -42.0% | +10.9% | -52.9% | -46.3% |
| 3Y | -27.9% | +37.5% | -65.4% | -41.6% |
| 5Y | -10.7% | -39.7% | +29.0% | -3.2% |
| All | +103.0% | +435.2% | -332.2% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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