-40.7%
ZS vs LEN
-10.6%
-30.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.4% |
| 7D | -3.8% | -3.4% | -0.5% | -2.4% |
| 30D | -6.0% | -5.7% | -0.3% | -3.8% |
| 3M | +32.0% | -12.2% | +44.2% | +38.0% |
| 6M | +2.1% | -18.3% | +20.4% | +8.9% |
| YTD | -26.2% | -20.2% | -6.0% | -21.9% |
| 1Y | -41.2% | -40.1% | -1.1% | -28.5% |
| 3Y | +3.3% | -26.2% | +29.5% | -3.1% |
| 5Y | -40.7% | -9.8% | -30.9% | -58.7% |
| All | -40.7% | -10.6% | -30.1% | -58.7% |
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