+55.7%
ZTS vs LEN
+108.0%
-52.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.5% |
| 7D | -3.7% | -4.8% | +1.0% | -2.3% |
| 30D | -0.8% | -6.6% | +5.8% | +1.3% |
| 3M | -9.7% | -15.7% | +5.9% | -5.4% |
| 6M | -38.4% | -16.6% | -21.8% | -35.3% |
| YTD | -41.1% | -21.3% | -19.8% | -37.3% |
| 1Y | -50.6% | -42.0% | -8.6% | -42.7% |
| 3Y | -59.1% | -27.9% | -31.2% | -56.6% |
| 5Y | -62.7% | -10.7% | -52.0% | -63.6% |
| All | +55.7% | +108.0% | -52.3% | +14.6% |
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 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