+174.6%
ZTS vs LEN
+136.9%
+37.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -2.0% | -3.2% | +1.2% | -1.1% |
| 30D | +1.9% | -4.9% | +6.8% | +3.2% |
| 3M | -4.0% | -8.5% | +4.5% | -1.9% |
| 6M | -39.1% | -20.7% | -18.5% | -35.3% |
| YTD | -38.8% | -17.4% | -21.4% | -35.9% |
| 1Y | -49.6% | -38.2% | -11.3% | -42.8% |
| 3Y | -59.0% | -24.9% | -34.1% | -57.0% |
| 5Y | -61.8% | -11.4% | -50.3% | -62.5% |
| 10Y | +61.4% | +110.0% | -48.6% | +14.7% |
| All | +174.6% | +136.9% | +37.8% | +92.7% |
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