-54.1%
Z vs LTH
+155.3%
-209.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +0.8% | -11.4% | -11.0% |
| 7D | -2.3% | +5.3% | -7.6% | -4.3% |
| 30D | +9.4% | +18.3% | -8.9% | +2.0% |
| 3M | -16.1% | +5.4% | -21.5% | -18.1% |
| 6M | -30.4% | +62.5% | -93.0% | -43.9% |
| YTD | -55.6% | +79.6% | -135.2% | -66.0% |
| 1Y | -58.5% | +88.1% | -146.7% | -68.9% |
| 3Y | -19.6% | +272.5% | -292.1% | -56.6% |
| 5Y | -54.1% | +146.1% | -200.3% | -75.3% |
| All | -54.1% | +155.3% | -209.5% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling