-18.5%
Z vs LH
+263.7%
-282.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -4.9% | +2.5% | -7.4% | -6.4% |
| 30D | +3.0% | +18.7% | -15.7% | -8.0% |
| 3M | -13.4% | +15.3% | -28.8% | -21.2% |
| 6M | -27.3% | +45.4% | -72.7% | -43.3% |
| YTD | -57.8% | +49.5% | -107.3% | -68.0% |
| 1Y | -60.0% | +41.4% | -101.4% | -68.6% |
| 3Y | -21.5% | +87.6% | -109.2% | -49.7% |
| 5Y | -55.0% | +53.8% | -108.7% | -67.6% |
| All | -18.5% | +263.7% | -282.1% | -66.7% |
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