-62.8%
ZTS vs LEN
-13.7%
-49.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +0.6% |
| 7D | -4.5% | -7.8% | +3.3% | -1.8% |
| 30D | -3.3% | -11.0% | +7.7% | +0.7% |
| 3M | -9.7% | -12.8% | +3.0% | -5.9% |
| 6M | -38.8% | -20.2% | -18.6% | -34.3% |
| YTD | -41.2% | -23.0% | -18.2% | -36.5% |
| 1Y | -50.3% | -41.8% | -8.5% | -41.1% |
| 3Y | -59.1% | -28.8% | -30.3% | -56.8% |
| 5Y | -62.8% | -12.6% | -50.2% | -64.6% |
| All | -62.8% | -13.7% | -49.1% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling