+4.5%
ZBH vs LTH
+249.2%
-244.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | +16.6% | +17.7% | -1.1% | +14.3% |
| 3M | +10.8% | +8.5% | +2.4% | +9.6% |
| 6M | +35.8% | +46.9% | -11.2% | +29.6% |
| YTD | +20.5% | +78.8% | -58.3% | +11.9% |
| 1Y | +22.7% | +84.9% | -62.2% | +13.5% |
| All | +4.5% | +249.2% | -244.7% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling