+87.8%
ZTS vs LEN
+136.9%
-49.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +5.6% | -5.8% | +11.3% | +7.4% |
| 30D | +12.1% | +13.7% | -1.6% | +7.7% |
| 3M | +11.3% | -3.9% | +15.1% | +12.1% |
| 6M | +14.3% | -0.4% | +14.7% | +13.4% |
| YTD | -31.9% | -16.8% | -15.0% | -29.0% |
| 1Y | -29.3% | -29.5% | +0.2% | -22.6% |
| 3Y | -48.0% | -25.6% | -22.5% | -45.5% |
| 5Y | -58.9% | -13.2% | -45.7% | -59.8% |
| All | +87.8% | +136.9% | -49.1% | +29.8% |
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