-15.3%
ZBH vs LSCC
+33.9%
-49.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.5% | +4.2% | -0.8% |
| 7D | -2.3% | +7.0% | -9.2% | -2.9% |
| 30D | +12.5% | -2.3% | +14.8% | +12.3% |
| 3M | +3.9% | -12.5% | +16.4% | +4.6% |
| 6M | +25.4% | -10.6% | +36.0% | +24.3% |
| YTD | +15.7% | +52.7% | -37.0% | +5.9% |
| 1Y | +15.2% | +74.0% | -58.8% | +3.5% |
| 3Y | +0.3% | +104.8% | -104.5% | -16.3% |
| All | -15.3% | +33.9% | -49.2% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling