-23.8%
ZBH vs LTH
+174.8%
-198.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.5% | -2.1% |
| 7D | -2.1% | -4.6% | +2.5% | -1.4% |
| 30D | +13.6% | +14.8% | -1.3% | +11.2% |
| 3M | +7.1% | +3.9% | +3.2% | +6.4% |
| 6M | +26.1% | +35.5% | -9.4% | +20.3% |
| YTD | +17.2% | +71.3% | -54.1% | +7.3% |
| 1Y | +17.4% | +75.7% | -58.3% | +7.0% |
| 3Y | +2.0% | +231.9% | -229.9% | -17.8% |
| 5Y | -15.0% | +130.5% | -145.4% | -32.8% |
| All | -23.8% | +174.8% | -198.6% | -39.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling