+269.3%
ZBH vs LNT
+1,224.7%
-955.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.9% | -4.9% | -4.3% |
| 7D | -5.2% | +1.0% | -6.2% | -5.6% |
| 30D | -2.4% | -1.1% | -1.3% | -2.1% |
| 3M | +8.3% | -3.6% | +11.8% | +9.8% |
| 6M | +0.7% | -2.7% | +3.3% | +1.6% |
| YTD | +5.3% | +8.0% | -2.7% | +2.0% |
| 1Y | -9.1% | +10.5% | -19.5% | -12.8% |
| 3Y | -19.7% | +49.6% | -69.3% | -32.0% |
| 5Y | -31.3% | +32.2% | -63.5% | -39.7% |
| 10Y | -18.9% | +141.8% | -160.7% | -44.4% |
| All | +269.3% | +1,224.7% | -955.4% | +38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling