+550.0%
LNG vs ZBH
-16.2%
+566.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.2% |
| 7D | -4.7% | -4.7% | 0.0% | -3.2% |
| 30D | +3.8% | -4.5% | +8.3% | +5.3% |
| 3M | +16.2% | +7.6% | +8.6% | +13.0% |
| 6M | +11.7% | +0.3% | +11.4% | +10.4% |
| YTD | +44.2% | +4.5% | +39.7% | +40.3% |
| 1Y | +18.6% | -9.4% | +28.0% | +20.1% |
| 3Y | +77.4% | -21.5% | +98.9% | +85.4% |
| 5Y | +232.3% | -28.4% | +260.7% | +251.3% |
| All | +550.0% | -16.2% | +566.2% | +469.5% |
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