-56.3%
Z vs LH
+62.5%
-118.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -3.0% |
| 7D | -4.6% | +1.4% | -6.0% | -5.3% |
| 30D | +8.3% | +17.5% | -9.2% | -2.5% |
| 3M | -11.6% | +16.1% | -27.7% | -19.8% |
| 6M | -33.6% | +43.4% | -77.0% | -47.6% |
| YTD | -56.7% | +47.2% | -103.9% | -66.8% |
| 1Y | -59.1% | +50.1% | -109.3% | -69.2% |
| 3Y | -20.4% | +81.2% | -101.5% | -48.3% |
| All | -56.3% | +62.5% | -118.9% | -71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling