-28.7%
ZBH vs LTH
+160.9%
-189.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -2.8% | -0.6% | -2.2% | -2.7% |
| 30D | -0.1% | -4.6% | +4.5% | +0.6% |
| 3M | +13.4% | +32.8% | -19.4% | +8.6% |
| 6M | +3.0% | +64.6% | -61.6% | -5.0% |
| YTD | +9.7% | +62.6% | -53.0% | +1.2% |
| 1Y | -5.4% | +49.9% | -55.3% | -11.7% |
| 3Y | -15.6% | +151.3% | -166.9% | -29.1% |
| All | -28.7% | +160.9% | -189.6% | -43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling