-34.0%
Z vs LH
+64.2%
-98.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.3% |
| 7D | -3.0% | -2.5% | -0.5% | -1.6% |
| 30D | -4.2% | +4.3% | -8.5% | -6.3% |
| 3M | -3.7% | +25.5% | -29.2% | -15.2% |
| 6M | -24.5% | +17.0% | -41.5% | -30.9% |
| YTD | -49.3% | +31.3% | -80.6% | -57.1% |
| 1Y | -58.7% | +20.0% | -78.6% | -63.1% |
| All | -34.0% | +64.2% | -98.2% | -51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling