-36.7%
ZS vs LEN
-37.1%
+0.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.6% |
| 7D | -7.8% | -3.2% | -4.6% | -8.1% |
| 30D | +5.0% | -4.9% | +9.9% | +4.4% |
| 3M | +25.5% | -8.5% | +34.0% | +23.8% |
| 6M | +8.7% | -20.7% | +29.4% | +6.4% |
| YTD | -24.5% | -17.4% | -7.1% | -26.5% |
| 1Y | -36.7% | -38.2% | +1.5% | -33.9% |
| All | -36.7% | -37.1% | +0.4% | -33.9% |
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