+47.2%
LH vs ZCMD
-99.9%
+147.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.0% | +6.9% | +3.9% |
| 7D | +2.1% | -13.3% | +15.4% | +2.1% |
| 30D | +19.2% | -49.6% | +68.8% | +19.0% |
| 3M | +18.0% | -54.6% | +72.6% | +17.8% |
| 6M | +46.1% | -99.8% | +145.8% | +46.5% |
| YTD | +47.7% | -99.9% | +147.5% | +47.1% |
| 1Y | +47.2% | -99.9% | +147.1% | +50.5% |
| All | +47.2% | -99.9% | +147.1% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 1y: compounded portfolio wealth divided by compounded ZCMD 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…
1y analysis · Full analysis span regression · 6 months rolling