+61.0%
ZM vs LEN
+85.2%
-24.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +11.0% | -5.8% | +16.8% | +12.2% |
| 30D | +5.6% | +13.7% | -8.1% | +2.8% |
| 3M | -9.1% | -3.9% | -5.3% | -9.0% |
| 6M | -2.6% | -0.4% | -2.2% | -3.4% |
| YTD | +15.7% | -16.8% | +32.5% | +17.6% |
| 1Y | +18.8% | -29.5% | +48.2% | +24.7% |
| 3Y | +62.2% | -25.6% | +87.8% | +65.6% |
| 5Y | -60.9% | -13.2% | -47.6% | -63.0% |
| All | +61.0% | +85.2% | -24.2% | +89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling