-18.9%
ZBH vs LSCC
+1,791.9%
-1,810.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.4% | -5.3% | -4.1% |
| 7D | -5.2% | +5.2% | -10.4% | -6.0% |
| 30D | -2.4% | -9.6% | +7.2% | -1.1% |
| 3M | +8.3% | -17.8% | +26.0% | +10.2% |
| 6M | +0.7% | +37.4% | -36.8% | -7.1% |
| YTD | +5.3% | +59.7% | -54.3% | -5.8% |
| 1Y | -9.1% | +76.2% | -85.3% | -20.6% |
| 3Y | -19.7% | +28.2% | -47.9% | -29.1% |
| 5Y | -31.3% | +87.2% | -118.5% | -47.2% |
| 10Y | -18.9% | +1,795.0% | -1,813.9% | -63.4% |
| All | -18.9% | +1,791.9% | -1,810.9% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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