+483.2%
ZS vs LH
+161.6%
+321.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -2.6% | +1.1% | -3.7% | -3.0% |
| 30D | -12.8% | +16.7% | -29.6% | -18.1% |
| 3M | +2.3% | +15.1% | -12.8% | -3.5% |
| 6M | +26.3% | +46.3% | -20.1% | +8.1% |
| YTD | -14.4% | +48.8% | -63.2% | -27.7% |
| 1Y | -37.6% | +39.7% | -77.3% | -45.9% |
| 3Y | +8.0% | +87.0% | -79.0% | -18.1% |
| 5Y | -44.9% | +53.0% | -97.9% | -55.4% |
| All | +483.2% | +161.6% | +321.7% | +298.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling