+28.6%
LH vs ZCMD
-100.0%
+128.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.0% | +8.5% | +1.5% |
| 7D | -4.7% | -5.4% | +0.7% | -4.7% |
| 30D | -3.5% | -24.8% | +21.3% | -3.5% |
| 3M | +17.7% | -62.8% | +80.5% | +17.5% |
| 6M | +15.8% | -99.5% | +115.3% | +15.7% |
| YTD | +25.1% | -99.8% | +124.9% | +25.0% |
| 1Y | +12.5% | -99.9% | +112.4% | +12.4% |
| 3Y | +59.8% | -100.0% | +159.8% | +61.0% |
| All | +28.6% | -100.0% | +128.6% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling