-58.5%
Z vs LTH
+83.0%
-141.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +0.8% | -11.4% | -10.9% |
| 7D | -2.3% | +5.3% | -7.6% | -3.8% |
| 30D | +9.4% | +18.3% | -8.9% | +4.2% |
| 3M | -16.1% | +5.4% | -21.5% | -17.4% |
| 6M | -30.4% | +62.5% | -93.0% | -39.4% |
| YTD | -55.6% | +79.6% | -135.2% | -62.3% |
| 1Y | -58.5% | +88.1% | -146.7% | -65.8% |
| All | -58.5% | +83.0% | -141.5% | -65.8% |
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