-31.6%
ZS vs LH
+44.2%
-75.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -1.0% |
| 7D | -12.3% | +2.1% | -14.4% | -12.6% |
| 30D | +11.2% | +19.2% | -7.9% | +7.4% |
| 3M | +37.5% | +18.0% | +19.5% | +33.2% |
| 6M | +57.8% | +46.1% | +11.8% | +46.8% |
| YTD | -0.2% | +47.7% | -47.9% | -10.0% |
| 1Y | -31.6% | +47.2% | -78.9% | -39.4% |
| All | -31.6% | +44.2% | -75.9% | -39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling