-36.2%
LEN vs ZYBT
-58.9%
+22.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +2.2% |
| 7D | -4.8% | -3.7% | -1.0% | -4.8% |
| 30D | -6.6% | 0.0% | -6.6% | -6.6% |
| 3M | -15.7% | +72.2% | -87.9% | -15.0% |
| 6M | -16.6% | +103.1% | -119.8% | -16.1% |
| YTD | -21.3% | +34.8% | -56.1% | -20.7% |
| 1Y | -42.0% | -83.2% | +41.1% | -40.8% |
| All | -36.2% | -58.9% | +22.7% | -37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling