+222.0%
LHX vs ZBH
-16.2%
+238.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.4% |
| 7D | -4.3% | -4.7% | +0.4% | -3.2% |
| 30D | -15.1% | -4.5% | -10.6% | -14.3% |
| 3M | -21.0% | +7.6% | -28.5% | -22.5% |
| 6M | -32.0% | +0.3% | -32.3% | -32.4% |
| YTD | -15.3% | +4.5% | -19.9% | -16.8% |
| 1Y | -11.1% | -9.4% | -1.7% | -10.0% |
| 3Y | +54.0% | -21.5% | +75.5% | +59.6% |
| 5Y | +17.1% | -28.4% | +45.5% | +22.4% |
| All | +222.0% | -16.2% | +238.2% | +213.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 10y: compounded portfolio wealth divided by compounded ZBH 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…
10y analysis · Full analysis span regression · 6 months rolling