+606.9%
LULU vs ZBH
+38.1%
+568.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.0% | +1.6% |
| 7D | -1.6% | -4.7% | +3.0% | +0.8% |
| 30D | -18.1% | -4.5% | -13.6% | -16.1% |
| 3M | -18.8% | +7.6% | -26.3% | -22.0% |
| 6M | -39.2% | +0.3% | -39.5% | -39.9% |
| YTD | -52.4% | +4.5% | -56.9% | -54.1% |
| 1Y | -40.3% | -9.4% | -30.9% | -38.9% |
| 3Y | -75.1% | -21.5% | -53.6% | -73.4% |
| 5Y | -76.7% | -28.4% | -48.3% | -74.3% |
| 10Y | +52.7% | -16.5% | +69.3% | +36.8% |
| All | +606.9% | +38.1% | +568.9% | +245.9% |
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