-19.7%
ZBH vs LII
+2.8%
-22.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.6% | -3.7% |
| 7D | -5.2% | +2.1% | -7.3% | -5.5% |
| 30D | -2.4% | -12.4% | +10.0% | -0.8% |
| 3M | +8.3% | -24.8% | +33.1% | +11.5% |
| 6M | +0.7% | -25.2% | +25.8% | +3.5% |
| YTD | +5.3% | -20.3% | +25.6% | +7.1% |
| 1Y | -9.1% | -32.9% | +23.9% | -5.6% |
| 3Y | -19.7% | +2.0% | -21.7% | -20.4% |
| All | -19.7% | +2.8% | -22.5% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling