-76.7%
LULU vs ZBH
-28.6%
-48.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.0% | +1.8% |
| 7D | -1.6% | -4.7% | +3.0% | 0.0% |
| 30D | -18.1% | -4.5% | -13.6% | -16.7% |
| 3M | -18.8% | +7.6% | -26.3% | -20.8% |
| 6M | -39.2% | +0.3% | -39.5% | -39.5% |
| YTD | -52.4% | +4.5% | -56.9% | -53.4% |
| 1Y | -40.3% | -9.4% | -30.9% | -39.1% |
| 3Y | -75.1% | -21.5% | -53.6% | -73.5% |
| All | -76.7% | -28.6% | -48.1% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling