-18.4%
Z vs LH
+78.8%
-97.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -1.2% | -9.4% | -10.0% |
| 7D | -2.3% | -1.3% | -0.9% | -1.4% |
| 30D | +9.4% | +16.6% | -7.2% | +0.1% |
| 3M | -16.1% | +16.0% | -32.1% | -22.9% |
| 6M | -30.4% | +42.0% | -72.4% | -43.2% |
| YTD | -55.6% | +45.9% | -101.5% | -64.8% |
| 1Y | -58.5% | +46.4% | -104.9% | -67.3% |
| All | -18.4% | +78.8% | -97.2% | -46.0% |
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