-59.1%
Z vs LTH
+84.4%
-143.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.0% |
| 7D | -4.6% | +4.5% | -9.0% | -5.8% |
| 30D | +8.3% | +16.3% | -8.0% | +3.7% |
| 3M | -11.6% | +8.4% | -20.0% | -13.7% |
| 6M | -33.6% | +40.3% | -73.9% | -39.3% |
| YTD | -56.7% | +77.3% | -134.0% | -63.0% |
| 1Y | -59.1% | +88.0% | -147.1% | -66.3% |
| All | -59.1% | +84.4% | -143.6% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling