-48.0%
ZTS vs LH
+86.5%
-134.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +5.6% | +1.1% | +4.5% | +5.1% |
| 30D | +12.1% | +16.7% | -4.7% | +5.2% |
| 3M | +11.3% | +15.1% | -3.8% | +4.9% |
| 6M | +14.3% | +46.3% | -32.0% | -3.2% |
| YTD | -31.9% | +48.8% | -80.6% | -42.7% |
| 1Y | -29.3% | +39.7% | -69.0% | -38.9% |
| 3Y | -48.0% | +87.0% | -135.1% | -60.5% |
| All | -48.0% | +86.5% | -134.5% | -60.5% |
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