+8,592.8%
ZBRA vs LH
+682.6%
+7,910.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.7% |
| 7D | +2.6% | -0.8% | +3.4% | +2.7% |
| 30D | -6.4% | +2.0% | -8.4% | -6.8% |
| 3M | +51.3% | +24.3% | +27.0% | +44.9% |
| 6M | +60.5% | +21.1% | +39.4% | +54.5% |
| YTD | +45.2% | +30.4% | +14.7% | +37.3% |
| 1Y | +12.3% | +18.4% | -6.0% | +8.4% |
| 3Y | +37.5% | +65.5% | -28.0% | +24.0% |
| 5Y | -39.2% | +29.9% | -69.1% | -42.6% |
| 10Y | +417.0% | +186.6% | +230.4% | +322.1% |
| All | +8,592.8% | +682.6% | +7,910.2% | +6,056.1% |
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