-62.2%
ZM vs LEN
-13.2%
-48.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +11.0% | -5.8% | +16.8% | +13.2% |
| 30D | +5.6% | +13.7% | -8.1% | +0.2% |
| 3M | -9.1% | -3.9% | -5.3% | -8.9% |
| 6M | -2.6% | -0.4% | -2.2% | -4.5% |
| YTD | +15.7% | -16.8% | +32.5% | +18.9% |
| 1Y | +18.8% | -29.5% | +48.2% | +30.9% |
| 3Y | +62.2% | -25.6% | +87.8% | +57.9% |
| All | -62.2% | -13.2% | -48.9% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling