+243.8%
ZETA vs LH
+45.0%
+198.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +2.9% |
| 7D | -6.5% | -7.4% | +0.9% | -2.5% |
| 30D | +4.8% | -4.6% | +9.4% | +7.4% |
| 3M | +53.3% | +14.5% | +38.8% | +41.6% |
| 6M | +66.8% | +14.8% | +52.0% | +53.7% |
| YTD | +50.2% | +23.3% | +26.9% | +31.8% |
| 1Y | +62.0% | +13.6% | +48.4% | +48.6% |
| 3Y | +276.4% | +56.3% | +220.0% | +180.8% |
| 5Y | +341.6% | +25.2% | +316.4% | +242.2% |
| All | +243.8% | +45.0% | +198.7% | +133.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling