-59.1%
Z vs LH
+49.6%
-108.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.8% |
| 7D | -4.6% | +1.4% | -6.0% | -5.1% |
| 30D | +8.3% | +17.5% | -9.2% | +1.4% |
| 3M | -11.6% | +16.1% | -27.7% | -16.6% |
| 6M | -33.6% | +43.4% | -77.0% | -41.2% |
| YTD | -56.7% | +47.2% | -103.9% | -62.8% |
| 1Y | -59.1% | +50.1% | -109.3% | -65.7% |
| All | -59.1% | +49.6% | -108.7% | -65.7% |
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