+252.6%
ZETA vs LH
+54.4%
+198.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.3% |
| 7D | +2.7% | -2.5% | +5.1% | +4.0% |
| 30D | +15.8% | +4.3% | +11.5% | +13.1% |
| 3M | +35.4% | +25.5% | +9.9% | +18.9% |
| 6M | +67.1% | +17.0% | +50.1% | +52.6% |
| YTD | +54.1% | +31.3% | +22.8% | +30.8% |
| 1Y | +67.8% | +20.0% | +47.9% | +49.6% |
| 3Y | +311.4% | +63.9% | +247.6% | +199.5% |
| 5Y | +324.8% | +30.9% | +293.9% | +218.5% |
| All | +252.6% | +54.4% | +198.2% | +131.7% |
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