+174.6%
ZTS vs LH
+345.7%
-171.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | 0.0% |
| 7D | -2.0% | -2.5% | +0.5% | -0.9% |
| 30D | +1.9% | +4.3% | -2.4% | -0.1% |
| 3M | -4.0% | +25.5% | -29.5% | -14.0% |
| 6M | -39.1% | +17.0% | -56.1% | -43.7% |
| YTD | -38.8% | +31.3% | -70.1% | -46.4% |
| 1Y | -49.6% | +20.0% | -69.5% | -54.0% |
| 3Y | -59.0% | +63.9% | -122.8% | -68.2% |
| 5Y | -61.8% | +30.9% | -92.6% | -67.5% |
| 10Y | +61.4% | +191.4% | -129.9% | -10.9% |
| All | +174.6% | +345.7% | -171.0% | +31.1% |
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 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