+33.0%
LH vs ZYBT
-57.8%
+90.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.7% | -4.4% |
| 7D | -7.4% | -2.5% | -4.9% | -7.4% |
| 30D | -4.6% | -1.2% | -3.3% | -4.6% |
| 3M | +14.5% | +76.7% | -62.2% | +15.3% |
| 6M | +14.8% | +103.6% | -88.8% | +15.6% |
| YTD | +23.3% | +38.3% | -15.0% | +24.3% |
| 1Y | +13.6% | -84.7% | +98.3% | +15.1% |
| All | +33.0% | -57.8% | +90.8% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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