-58.7%
ZTS vs LEN
-25.9%
-32.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.8% | +0.9% | -1.8% |
| 7D | -4.8% | -2.9% | -1.9% | -3.9% |
| 30D | +1.2% | -8.9% | +10.1% | +4.1% |
| 3M | -6.0% | -10.9% | +4.9% | -3.0% |
| 6M | -38.7% | -19.7% | -19.1% | -34.9% |
| YTD | -40.6% | -20.6% | -20.0% | -37.0% |
| 1Y | -50.6% | -42.4% | -8.2% | -42.4% |
| 3Y | -58.7% | -26.5% | -32.2% | -57.2% |
| All | -58.7% | -25.9% | -32.8% | -57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling