+37.5%
LEN vs ZCMD
-100.0%
+137.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.4% | -3.8% |
| 7D | -2.9% | -1.4% | -1.5% | -2.9% |
| 30D | -8.9% | -21.6% | +12.7% | -8.6% |
| 3M | -10.9% | -67.4% | +56.5% | -11.5% |
| 6M | -19.7% | -99.4% | +79.8% | -13.7% |
| YTD | -20.6% | -99.7% | +79.2% | -12.8% |
| 1Y | -42.4% | -99.9% | +57.5% | -35.4% |
| 3Y | -26.5% | -100.0% | +73.4% | -11.8% |
| 5Y | -10.9% | -100.0% | +89.0% | +7.0% |
| All | +37.5% | -100.0% | +137.5% | +56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling