-58.7%
ZTS vs LH
+64.5%
-123.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.3% | -2.7% |
| 7D | -4.8% | -0.8% | -3.9% | -4.5% |
| 30D | +1.2% | +2.0% | -0.8% | +0.4% |
| 3M | -6.0% | +24.3% | -30.3% | -14.2% |
| 6M | -38.7% | +21.1% | -59.8% | -43.5% |
| YTD | -40.6% | +30.4% | -71.1% | -46.8% |
| 1Y | -50.6% | +18.4% | -69.0% | -54.2% |
| 3Y | -58.7% | +65.5% | -124.2% | -64.1% |
| All | -58.7% | +64.5% | -123.2% | -64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling