+36.2%
LEN vs ZCMD
-100.0%
+136.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.1% | +9.2% | +2.3% |
| 7D | -4.8% | -5.4% | +0.7% | -4.7% |
| 30D | -6.6% | -24.8% | +18.2% | -6.3% |
| 3M | -15.7% | -62.8% | +47.1% | -16.6% |
| 6M | -16.6% | -99.5% | +82.9% | -10.0% |
| YTD | -21.3% | -99.8% | +78.4% | -13.5% |
| 1Y | -42.0% | -99.9% | +57.9% | -34.7% |
| 3Y | -27.9% | -100.0% | +72.1% | -13.4% |
| 5Y | -10.7% | -100.0% | +89.3% | +7.6% |
| All | +36.2% | -100.0% | +136.2% | +55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling