-14.5%
Z vs LH
+259.5%
-274.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.4% | +2.9% |
| 7D | -5.2% | +4.6% | -9.7% | -7.6% |
| 30D | +5.7% | +19.1% | -13.4% | -5.8% |
| 3M | -8.7% | +16.7% | -25.5% | -17.6% |
| 6M | -26.0% | +47.0% | -73.0% | -42.6% |
| YTD | -55.0% | +49.3% | -104.4% | -65.8% |
| 1Y | -58.0% | +48.6% | -106.6% | -68.0% |
| 3Y | -15.2% | +87.8% | -103.0% | -45.5% |
| 5Y | -53.8% | +65.0% | -118.9% | -68.2% |
| 10Y | -14.5% | +275.0% | -289.5% | -62.1% |
| All | -14.5% | +259.5% | -274.0% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 10y: compounded portfolio wealth divided by compounded LH 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…
10y analysis · Full analysis span regression · 6 months rolling