-39.6%
ZS vs LH
+23.7%
-63.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.8% | +0.8% |
| 7D | -8.1% | -7.4% | -0.7% | -4.1% |
| 30D | -8.4% | -4.6% | -3.8% | -6.1% |
| 3M | +31.1% | +14.5% | +16.6% | +21.3% |
| 6M | +4.4% | +14.8% | -10.4% | -3.8% |
| YTD | -27.3% | +23.3% | -50.6% | -36.4% |
| 1Y | -41.4% | +13.6% | -55.0% | -46.4% |
| 3Y | +1.7% | +56.3% | -54.7% | -27.6% |
| 5Y | -39.6% | +25.2% | -64.8% | -48.3% |
| All | -39.6% | +23.7% | -63.3% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling