-17.4%
ZBH vs LNT
+148.3%
-165.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -4.7% | -1.0% | -3.6% | -4.3% |
| 30D | -4.5% | -4.2% | -0.3% | -2.8% |
| 3M | +7.6% | -6.7% | +14.2% | +10.7% |
| 6M | +0.3% | -3.6% | +3.9% | +1.7% |
| YTD | +4.5% | +5.9% | -1.4% | +1.8% |
| 1Y | -9.4% | +7.3% | -16.6% | -12.3% |
| 3Y | -21.5% | +46.5% | -68.0% | -33.9% |
| 5Y | -28.4% | +32.5% | -60.9% | -37.9% |
| All | -17.4% | +148.3% | -165.7% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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