-15.5%
ZBH vs LII
+163.1%
-178.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.9% | +1.1% |
| 7D | -4.9% | +0.5% | -5.4% | -5.1% |
| 30D | -3.2% | -11.2% | +8.0% | +0.2% |
| 3M | +5.8% | -28.8% | +34.6% | +15.5% |
| 6M | +2.0% | -26.9% | +28.9% | +9.6% |
| YTD | +5.8% | -22.2% | +28.0% | +10.9% |
| 1Y | -7.9% | -32.0% | +24.0% | +0.4% |
| 3Y | -19.4% | -0.4% | -18.9% | -27.0% |
| 5Y | -29.5% | +22.4% | -51.9% | -43.2% |
| 10Y | -15.5% | +171.4% | -187.0% | -51.3% |
| All | -15.5% | +163.1% | -178.6% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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