+241.3%
LTH vs ZCMD
-100.0%
+341.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.4% | +2.2% |
| 7D | -1.3% | -7.7% | +6.4% | -1.2% |
| 30D | +15.7% | -34.8% | +50.4% | +15.8% |
| 3M | +5.0% | -56.3% | +61.3% | +5.2% |
| 6M | +37.7% | -99.7% | +137.3% | +42.2% |
| YTD | +75.0% | -99.9% | +174.9% | +82.1% |
| 1Y | +82.6% | -99.9% | +182.6% | +90.5% |
| 3Y | +241.3% | -100.0% | +341.3% | +250.3% |
| All | +241.3% | -100.0% | +341.3% | +250.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling