+85.9%
ZTS vs LEN
+136.8%
-51.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +1.4% |
| 7D | +1.0% | -8.7% | +9.8% | +3.8% |
| 30D | +12.4% | +11.6% | +0.9% | +8.6% |
| 3M | +13.6% | -1.3% | +14.8% | +13.5% |
| 6M | +9.3% | -1.4% | +10.7% | +8.8% |
| YTD | -32.6% | -16.9% | -15.7% | -29.7% |
| 1Y | -30.0% | -31.2% | +1.1% | -22.9% |
| 3Y | -48.7% | -25.6% | -23.1% | -46.2% |
| 5Y | -59.3% | -13.3% | -46.0% | -60.2% |
| All | +85.9% | +136.8% | -51.0% | +28.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling