+269.3%
ZBH vs LH
+816.7%
-547.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.7% |
| 7D | -5.2% | -0.8% | -4.4% | -4.9% |
| 30D | -2.4% | +2.0% | -4.4% | -3.2% |
| 3M | +8.3% | +24.3% | -16.0% | -0.1% |
| 6M | +0.7% | +21.1% | -20.4% | -6.3% |
| YTD | +5.3% | +30.4% | -25.1% | -4.7% |
| 1Y | -9.1% | +18.4% | -27.4% | -15.0% |
| 3Y | -19.7% | +65.5% | -85.2% | -34.2% |
| 5Y | -31.3% | +29.9% | -61.2% | -39.5% |
| 10Y | -18.9% | +186.6% | -205.6% | -48.5% |
| All | +269.3% | +816.7% | -547.4% | +72.6% |
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 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