-12.6%
LEN vs ZBRA
-40.9%
+28.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.5% |
| 7D | -7.8% | -3.8% | -4.0% | -6.6% |
| 30D | -11.0% | -10.2% | -0.8% | -7.9% |
| 3M | -12.8% | +58.7% | -71.5% | -26.7% |
| 6M | -20.2% | +61.9% | -82.1% | -33.9% |
| YTD | -23.0% | +41.7% | -64.7% | -33.8% |
| 1Y | -41.8% | +12.4% | -54.2% | -45.9% |
| 3Y | -28.8% | +34.2% | -63.0% | -41.8% |
| 5Y | -12.6% | -40.8% | +28.1% | +5.1% |
| All | -12.6% | -40.9% | +28.3% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling