+171.4%
LII vs ZBRA
+407.5%
-236.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.3% | -1.7% |
| 7D | +0.5% | -1.8% | +2.3% | +1.1% |
| 30D | -11.2% | -8.8% | -2.4% | -8.6% |
| 3M | -28.8% | +47.2% | -76.0% | -38.3% |
| 6M | -26.9% | +61.3% | -88.2% | -38.9% |
| YTD | -22.2% | +42.0% | -64.2% | -32.6% |
| 1Y | -32.0% | +10.5% | -42.4% | -36.2% |
| 3Y | -0.4% | +34.5% | -35.0% | -15.0% |
| 5Y | +22.4% | -40.3% | +62.7% | +29.6% |
| 10Y | +171.4% | +421.5% | -250.1% | +72.3% |
| All | +171.4% | +407.5% | -236.0% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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