-28.1%
ZBH vs LII
+25.3%
-53.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.0% | -1.1% |
| 7D | -2.8% | -0.7% | -2.1% | -2.7% |
| 30D | -0.1% | -12.6% | +12.5% | +2.6% |
| 3M | +13.4% | -24.4% | +37.9% | +19.0% |
| 6M | +3.0% | -28.7% | +31.7% | +9.0% |
| YTD | +9.7% | -19.1% | +28.8% | +12.4% |
| 1Y | -5.4% | -29.7% | +24.3% | -0.2% |
| 3Y | -15.6% | +4.8% | -20.4% | -23.2% |
| All | -28.1% | +25.3% | -53.4% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling