+201.1%
ZTS vs LH
+407.5%
-206.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | -7.4% | +1.2% | -8.6% | -7.9% |
| 30D | +9.9% | +18.0% | -8.1% | +1.6% |
| 3M | +10.3% | +15.7% | -5.4% | +2.8% |
| 6M | +9.2% | +46.6% | -37.5% | -9.2% |
| YTD | -32.9% | +49.5% | -82.4% | -44.8% |
| 1Y | -29.7% | +40.2% | -69.9% | -40.4% |
| 3Y | -49.0% | +87.6% | -136.6% | -62.8% |
| 5Y | -59.3% | +59.3% | -118.6% | -68.4% |
| 10Y | +78.9% | +266.1% | -187.1% | -11.2% |
| All | +201.1% | +407.5% | -206.3% | +35.0% |
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