-20.5%
ZBH vs LEN
-26.2%
+5.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -4.9% | -3.4% | -1.5% | -4.1% |
| 30D | -3.2% | -5.7% | +2.4% | -1.9% |
| 3M | +5.8% | -12.2% | +18.1% | +8.8% |
| 6M | +2.0% | -18.3% | +20.3% | +6.4% |
| YTD | +5.8% | -20.2% | +26.0% | +10.3% |
| 1Y | -7.9% | -40.1% | +32.1% | +2.9% |
| All | -20.5% | -26.2% | +5.7% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling