-29.5%
LEN vs ZCMD
-100.0%
+70.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -3.5% |
| 7D | -7.8% | -2.0% | -5.7% | -7.7% |
| 30D | -11.0% | -19.8% | +8.8% | -10.9% |
| 3M | -12.8% | -62.1% | +49.3% | -13.0% |
| 6M | -20.2% | -99.5% | +79.3% | -16.6% |
| YTD | -23.0% | -99.7% | +76.7% | -18.7% |
| 1Y | -41.8% | -99.9% | +58.1% | -37.9% |
| All | -29.5% | -100.0% | +70.5% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling