-17.4%
ZBH vs LEN
+108.0%
-125.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.0% | +0.5% |
| 7D | -4.7% | -4.8% | +0.1% | -3.3% |
| 30D | -4.5% | -6.6% | +2.1% | -2.6% |
| 3M | +7.6% | -15.7% | +23.2% | +12.7% |
| 6M | +0.3% | -16.6% | +16.9% | +4.9% |
| YTD | +4.5% | -21.3% | +25.9% | +10.6% |
| 1Y | -9.4% | -42.0% | +32.6% | +4.6% |
| 3Y | -21.5% | -27.9% | +6.4% | -17.5% |
| 5Y | -28.4% | -10.7% | -17.7% | -31.7% |
| All | -17.4% | +108.0% | -125.4% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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