+133.7%
LTH vs ZCMD
-100.0%
+233.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.6% |
| 7D | -3.7% | -2.0% | -1.7% | -3.7% |
| 30D | -5.3% | -19.8% | +14.5% | -5.2% |
| 3M | +24.2% | -62.1% | +86.3% | +23.4% |
| 6M | +54.8% | -99.5% | +154.3% | +61.5% |
| YTD | +56.1% | -99.7% | +155.8% | +64.3% |
| 1Y | +45.5% | -99.9% | +145.4% | +54.5% |
| 3Y | +155.9% | -100.0% | +255.9% | +183.2% |
| All | +133.7% | -100.0% | +233.7% | +162.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 10y: compounded portfolio wealth divided by compounded ZCMD 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…
10y analysis · Full analysis span regression · 6 months rolling