+116.1%
LH vs ZCMD
-100.0%
+216.1%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.6% |
| 7D | -0.8% | -1.4% | +0.6% | -0.8% |
| 30D | +2.0% | -21.6% | +23.6% | +2.0% |
| 3M | +24.3% | -67.4% | +91.6% | +23.9% |
| 6M | +21.1% | -99.4% | +120.5% | +22.4% |
| YTD | +30.4% | -99.7% | +130.2% | +32.4% |
| 1Y | +18.4% | -99.9% | +118.3% | +20.7% |
| 3Y | +65.5% | -100.0% | +165.5% | +72.8% |
| 5Y | +29.9% | -100.0% | +129.9% | +35.5% |
| All | +116.1% | -100.0% | +216.1% | +132.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling