+4.0%
LII vs ZBRA
+35.0%
-31.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.7% |
| 7D | -0.7% | +1.8% | -2.5% | -1.3% |
| 30D | -12.6% | -1.7% | -10.9% | -12.2% |
| 3M | -24.4% | +47.8% | -72.2% | -34.7% |
| 6M | -28.7% | +56.7% | -85.4% | -40.0% |
| YTD | -19.1% | +49.4% | -68.5% | -31.4% |
| 1Y | -29.7% | +16.5% | -46.2% | -35.0% |
| All | +4.0% | +35.0% | -31.0% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling