+390.7%
ZS vs LH
+129.4%
+261.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.4% |
| 7D | -9.2% | -0.8% | -8.4% | -8.9% |
| 30D | -4.0% | +2.0% | -6.0% | -4.7% |
| 3M | +25.3% | +24.3% | +1.0% | +14.8% |
| 6M | -1.3% | +21.1% | -22.3% | -8.7% |
| YTD | -28.0% | +30.4% | -58.4% | -35.7% |
| 1Y | -42.5% | +18.4% | -60.9% | -46.8% |
| 3Y | +0.7% | +65.5% | -64.7% | -19.9% |
| 5Y | -42.3% | +29.9% | -72.2% | -50.3% |
| All | +390.7% | +129.4% | +261.3% | +254.3% |
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 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