-22.5%
LEN vs ZYBT
-42.3%
+19.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.2% | +4.8% | +7.1% |
| 7D | +10.5% | -3.5% | +14.0% | +10.5% |
| 30D | +24.6% | +15.1% | +9.5% | +24.7% |
| 3M | +6.6% | +7.0% | -0.4% | +6.7% |
| 6M | +10.6% | +37.7% | -27.0% | +12.4% |
| YTD | -8.3% | +19.1% | -27.4% | -4.0% |
| 1Y | -22.5% | -38.3% | +15.8% | -10.9% |
| All | -22.5% | -42.3% | +19.8% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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