+200.7%
ZTS vs LEN
+147.2%
+53.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.5% | +1.7% |
| 7D | -0.6% | +0.7% | -1.3% | -0.8% |
| 30D | +11.0% | +13.0% | -2.0% | +7.0% |
| 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% | -31.0% |
| 1Y | -29.6% | -28.1% | -1.5% | -23.8% |
| 3Y | -49.0% | -22.8% | -26.2% | -47.1% |
| 5Y | -59.5% | -7.4% | -52.1% | -60.9% |
| 10Y | +77.0% | +143.7% | -66.7% | +20.8% |
| All | +200.7% | +147.2% | +53.6% | +107.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling