+17.9%
ZBH vs LII
+169.1%
-151.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.6% |
| 7D | -2.3% | +2.9% | -5.2% | -3.1% |
| 30D | +12.5% | +0.9% | +11.6% | +12.0% |
| 3M | +3.9% | -15.5% | +19.5% | +9.0% |
| 6M | +25.4% | -30.2% | +55.6% | +37.0% |
| YTD | +15.7% | -26.8% | +42.5% | +23.3% |
| 1Y | +15.2% | -25.3% | +40.5% | +21.8% |
| 3Y | +0.3% | -7.8% | +8.1% | -6.8% |
| 5Y | -16.1% | +17.0% | -33.0% | -31.5% |
| All | +17.9% | +169.1% | -151.2% | -31.8% |
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