-40.8%
ZBRA vs LH
+23.7%
-64.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | +2.3% |
| 7D | -3.8% | -7.4% | +3.6% | +0.5% |
| 30D | -10.2% | -4.6% | -5.6% | -7.9% |
| 3M | +58.7% | +14.5% | +44.2% | +46.8% |
| 6M | +61.9% | +14.8% | +47.1% | +49.2% |
| YTD | +41.7% | +23.3% | +18.4% | +23.7% |
| 1Y | +12.4% | +13.6% | -1.3% | +3.1% |
| 3Y | +34.2% | +56.3% | -22.2% | -1.3% |
| 5Y | -40.8% | +25.2% | -66.0% | -51.8% |
| All | -40.8% | +23.7% | -64.4% | -51.8% |
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