+269.3%
ZBH vs LEN
+424.1%
-154.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.8% | -0.1% | -3.2% |
| 7D | -5.2% | -2.9% | -2.3% | -4.6% |
| 30D | -2.4% | -8.9% | +6.4% | -0.6% |
| 3M | +8.3% | -10.9% | +19.2% | +10.6% |
| 6M | +0.7% | -19.7% | +20.3% | +4.7% |
| YTD | +5.3% | -20.6% | +25.9% | +9.4% |
| 1Y | -9.1% | -42.4% | +33.4% | +0.5% |
| 3Y | -19.7% | -26.5% | +6.9% | -16.7% |
| 5Y | -31.3% | -10.9% | -20.3% | -32.5% |
| 10Y | -18.9% | +100.6% | -119.6% | -34.8% |
| All | +269.3% | +424.1% | -154.8% | +101.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling