-48.9%
ZTS vs LEN
-23.2%
-25.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.5% | +1.8% |
| 7D | -0.6% | +0.7% | -1.3% | -0.8% |
| 30D | +11.0% | +13.0% | -2.0% | +6.9% |
| 3M | +10.9% | +1.9% | +9.0% | +9.9% |
| 6M | +0.9% | -0.7% | +1.6% | +0.3% |
| YTD | -33.0% | -13.8% | -19.2% | -30.9% |
| 1Y | -29.6% | -28.1% | -1.5% | -23.5% |
| All | -48.9% | -23.2% | -25.7% | -47.6% |
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 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