-63.1%
Z vs LTH
+160.9%
-224.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.3% |
| 7D | -3.0% | -0.6% | -2.4% | -2.8% |
| 30D | -4.2% | -4.6% | +0.4% | -2.4% |
| 3M | -3.7% | +32.8% | -36.5% | -14.5% |
| 6M | -24.5% | +64.6% | -89.1% | -39.6% |
| YTD | -49.3% | +62.6% | -111.9% | -59.3% |
| 1Y | -58.7% | +49.9% | -108.6% | -65.8% |
| 3Y | -34.1% | +151.3% | -185.5% | -57.9% |
| All | -63.1% | +160.9% | -224.0% | -79.6% |
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