+9.2%
Z vs LH
+248.9%
-239.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -1.2% | -9.4% | -9.9% |
| 7D | -2.3% | -1.3% | -0.9% | -1.3% |
| 30D | +9.4% | +16.6% | -7.2% | -0.9% |
| 3M | -16.1% | +16.0% | -32.1% | -23.7% |
| 6M | -30.4% | +42.0% | -72.4% | -44.5% |
| YTD | -55.6% | +45.9% | -101.5% | -65.5% |
| 1Y | -58.5% | +46.4% | -104.9% | -67.9% |
| 3Y | -19.6% | +79.0% | -98.6% | -46.1% |
| 5Y | -54.1% | +62.3% | -116.4% | -67.7% |
| 10Y | -12.1% | +265.9% | -277.9% | -63.5% |
| All | +9.2% | +248.9% | -239.7% | -52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling