+2,934.5%
LHX vs ZBH
+265.6%
+2,669.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.1% |
| 7D | -4.8% | -6.6% | +1.8% | -2.9% |
| 30D | -12.7% | -4.9% | -7.8% | -11.5% |
| 3M | -17.6% | +5.1% | -22.8% | -19.2% |
| 6M | -30.7% | +1.3% | -32.1% | -31.5% |
| YTD | -14.3% | +3.4% | -17.7% | -16.0% |
| 1Y | -8.4% | -8.7% | +0.3% | -7.4% |
| 3Y | +56.7% | -21.2% | +77.9% | +62.9% |
| 5Y | +18.5% | -29.2% | +47.7% | +24.8% |
| 10Y | +229.6% | -17.5% | +247.0% | +212.6% |
| All | +2,934.5% | +265.6% | +2,669.0% | +1,893.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling