-31.2%
ZBH vs LTH
+152.0%
-183.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.7% |
| 7D | -4.9% | -4.0% | -0.9% | -4.3% |
| 30D | -3.2% | -1.7% | -1.6% | -3.0% |
| 3M | +5.8% | +28.0% | -22.2% | +2.0% |
| 6M | +2.0% | +54.1% | -52.1% | -4.9% |
| YTD | +5.8% | +57.1% | -51.3% | -1.8% |
| 1Y | -7.9% | +45.8% | -53.7% | -13.7% |
| 3Y | -19.4% | +157.6% | -176.9% | -32.6% |
| All | -31.2% | +152.0% | -183.2% | -44.9% |
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