+9.6%
ZM vs LEN
-21.9%
+31.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.1% | 0.0% |
| 7D | -8.4% | +10.5% | -18.9% | -8.4% |
| 30D | -1.9% | +24.6% | -26.6% | -2.3% |
| 3M | -10.1% | +6.6% | -16.7% | -10.3% |
| 6M | -13.9% | +10.6% | -24.5% | -14.2% |
| YTD | +6.4% | -8.3% | +14.7% | +3.5% |
| 1Y | +9.6% | -22.5% | +32.1% | +11.1% |
| All | +9.6% | -21.9% | +31.4% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling