+349.3%
ZETA vs LH
+28.2%
+321.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.5% |
| 7D | -0.1% | -3.2% | +3.1% | +1.8% |
| 30D | +10.5% | +0.1% | +10.3% | +10.3% |
| 3M | +44.3% | +18.6% | +25.7% | +30.6% |
| 6M | +59.4% | +17.9% | +41.5% | +44.6% |
| YTD | +49.5% | +28.9% | +20.5% | +27.6% |
| 1Y | +62.7% | +16.6% | +46.0% | +46.9% |
| 3Y | +274.6% | +63.6% | +211.1% | +169.8% |
| 5Y | +349.3% | +30.0% | +319.3% | +255.8% |
| All | +349.3% | +28.2% | +321.1% | +255.8% |
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