-57.7%
Z vs LH
+41.3%
-99.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.7% |
| 7D | +0.8% | +1.1% | -0.2% | +0.4% |
| 30D | +5.2% | +16.7% | -11.6% | -1.3% |
| 3M | -17.0% | +15.1% | -32.1% | -21.6% |
| 6M | -22.7% | +46.3% | -69.0% | -31.8% |
| YTD | -56.3% | +48.8% | -105.1% | -62.8% |
| 1Y | -57.7% | +39.7% | -97.4% | -61.7% |
| All | -57.7% | +41.3% | -99.0% | -61.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling