-38.2%
LEN vs ZCMD
-99.9%
+61.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.7% | -1.0% |
| 7D | -3.2% | -8.0% | +4.8% | -3.2% |
| 30D | -4.9% | -27.9% | +23.0% | -4.8% |
| 3M | -8.5% | -74.6% | +66.1% | -7.8% |
| 6M | -20.7% | -99.5% | +78.8% | -16.2% |
| YTD | -17.4% | -99.7% | +82.3% | -9.9% |
| 1Y | -38.2% | -99.9% | +61.6% | -29.1% |
| All | -38.2% | -99.9% | +61.6% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 1y: compounded portfolio wealth divided by compounded ZCMD 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…
1y analysis · Full analysis span regression · 6 months rolling