+205.7%
ZTS vs LH
+405.1%
-199.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.3% |
| 7D | +5.6% | +1.1% | +4.5% | +5.1% |
| 30D | +12.1% | +16.7% | -4.7% | +4.2% |
| 3M | +11.3% | +15.1% | -3.8% | +3.9% |
| 6M | +14.3% | +46.3% | -32.0% | -4.9% |
| YTD | -31.9% | +48.8% | -80.6% | -43.9% |
| 1Y | -29.3% | +39.7% | -69.0% | -40.0% |
| 3Y | -48.0% | +87.0% | -135.1% | -62.1% |
| 5Y | -58.9% | +53.0% | -111.9% | -67.5% |
| 10Y | +81.7% | +264.3% | -182.7% | -9.6% |
| All | +205.7% | +405.1% | -199.4% | +37.3% |
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