-37.6%
LEN vs ZYBT
-57.8%
+20.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.8% | -3.5% |
| 7D | -7.8% | -2.5% | -5.3% | -7.8% |
| 30D | -11.0% | -1.2% | -9.8% | -11.0% |
| 3M | -12.8% | +76.7% | -89.4% | -12.1% |
| 6M | -20.2% | +103.6% | -123.8% | -19.7% |
| YTD | -23.0% | +38.3% | -61.3% | -22.4% |
| 1Y | -41.8% | -84.7% | +42.9% | -40.5% |
| All | -37.6% | -57.8% | +20.3% | -39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling