-26.7%
ZTS vs LEN
-21.9%
-4.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +7.1% | +0.4% | +5.2% |
| 7D | +15.4% | +10.5% | +5.0% | +11.9% |
| 30D | +25.8% | +24.6% | +1.1% | +17.4% |
| 3M | +18.1% | +6.6% | +11.5% | +15.1% |
| 6M | -19.7% | +10.6% | -30.4% | -22.5% |
| YTD | -27.5% | -8.3% | -19.2% | -27.3% |
| 1Y | -26.7% | -22.5% | -4.2% | -21.6% |
| All | -26.7% | -21.9% | -4.8% | -21.6% |
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