+34.0%
ZM vs LEN
-26.2%
+60.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | +0.3% | -3.4% | +3.7% | +0.9% |
| 30D | -10.3% | -5.7% | -4.6% | -9.5% |
| 3M | -0.7% | -12.2% | +11.6% | +1.0% |
| 6M | +24.8% | -18.3% | +43.1% | +28.2% |
| YTD | +11.5% | -20.2% | +31.7% | +14.0% |
| 1Y | +12.3% | -40.1% | +52.4% | +22.5% |
| All | +34.0% | -26.2% | +60.2% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling