+34.0%
ZM vs LH
+63.5%
-29.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +0.3% | -3.2% | +3.5% | +1.2% |
| 30D | -10.3% | +0.1% | -10.4% | -10.3% |
| 3M | -0.7% | +18.6% | -19.3% | -5.2% |
| 6M | +24.8% | +17.9% | +6.9% | +19.2% |
| YTD | +11.5% | +28.9% | -17.5% | +2.9% |
| 1Y | +12.3% | +16.6% | -4.3% | +7.0% |
| All | +34.0% | +63.5% | -29.5% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling