+315.0%
ZBH vs LSCC
+394.2%
-79.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.1% | -8.3% | -2.2% |
| 7D | +11.7% | +13.0% | -1.2% | +9.7% |
| 30D | +19.3% | -19.8% | +39.2% | +22.4% |
| 3M | +8.9% | -18.4% | +27.3% | +11.0% |
| 6M | +28.2% | -16.1% | +44.3% | +28.1% |
| YTD | +18.4% | +42.7% | -24.4% | +8.6% |
| 1Y | +20.6% | +68.0% | -47.4% | +7.9% |
| 3Y | -0.6% | +85.8% | -86.5% | -16.3% |
| 5Y | -19.7% | +28.0% | -47.8% | -31.1% |
| 10Y | +14.7% | +1,255.1% | -1,240.4% | -33.5% |
| All | +315.0% | +394.2% | -79.2% | +92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling