+55.5%
ZM vs LH
+176.5%
-121.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.2% | -4.7% |
| 7D | +1.6% | -0.8% | +2.5% | +1.8% |
| 30D | -7.7% | +2.0% | -9.7% | -8.1% |
| 3M | -4.7% | +24.3% | -28.9% | -9.3% |
| 6M | +24.4% | +21.1% | +3.4% | +19.0% |
| YTD | +11.8% | +30.4% | -18.7% | +4.7% |
| 1Y | +13.4% | +18.4% | -5.0% | +8.5% |
| 3Y | +33.8% | +65.5% | -31.6% | +18.1% |
| 5Y | -67.2% | +29.9% | -97.0% | -70.7% |
| All | +55.5% | +176.5% | -121.0% | +29.8% |
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 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