+55.5%
ZTS vs LH
+179.1%
-123.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | +1.4% |
| 7D | -4.5% | -7.4% | +2.9% | -1.1% |
| 30D | -3.3% | -4.6% | +1.3% | -1.3% |
| 3M | -9.7% | +14.5% | -24.3% | -15.7% |
| 6M | -38.8% | +14.8% | -53.6% | -42.9% |
| YTD | -41.2% | +23.3% | -64.4% | -47.0% |
| 1Y | -50.3% | +13.6% | -63.9% | -53.6% |
| 3Y | -59.1% | +56.3% | -115.5% | -67.6% |
| 5Y | -62.8% | +25.2% | -88.0% | -67.7% |
| All | +55.5% | +179.1% | -123.6% | -8.1% |
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