+61.0%
ZM vs LH
+215.4%
-154.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.3% |
| 7D | +11.0% | +1.1% | +10.0% | +10.8% |
| 30D | +5.6% | +16.7% | -11.1% | +2.0% |
| 3M | -9.1% | +15.1% | -24.2% | -12.1% |
| 6M | -2.6% | +46.3% | -48.9% | -10.8% |
| YTD | +15.7% | +48.8% | -33.1% | +5.0% |
| 1Y | +18.8% | +39.7% | -21.0% | +9.5% |
| 3Y | +62.2% | +87.0% | -24.9% | +39.0% |
| 5Y | -60.9% | +53.0% | -113.9% | -66.1% |
| All | +61.0% | +215.4% | -154.4% | +30.2% |
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 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