+156.6%
LTH vs ZCMD
-100.0%
+256.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.6% | +0.4% | -4.1% |
| 7D | -4.6% | -2.9% | -1.7% | -4.6% |
| 30D | +14.8% | -28.5% | +43.3% | +15.0% |
| 3M | +3.9% | -56.5% | +60.5% | +4.4% |
| 6M | +35.5% | -99.7% | +135.2% | +41.4% |
| YTD | +71.3% | -99.9% | +171.2% | +80.9% |
| 1Y | +75.7% | -99.9% | +175.6% | +86.4% |
| 3Y | +231.9% | -100.0% | +331.9% | +266.4% |
| 5Y | +130.5% | -100.0% | +230.5% | +173.8% |
| All | +156.6% | -100.0% | +256.6% | +188.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling