-30.1%
ZBRA vs LTH
+156.3%
-186.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.1% | -2.2% |
| 7D | +2.6% | +1.5% | +1.0% | +2.0% |
| 30D | -6.4% | -3.1% | -3.3% | -5.4% |
| 3M | +51.3% | +28.1% | +23.2% | +38.8% |
| 6M | +60.5% | +67.4% | -6.9% | +32.8% |
| YTD | +45.2% | +59.8% | -14.6% | +21.9% |
| 1Y | +12.3% | +45.6% | -33.2% | -2.7% |
| 3Y | +37.5% | +162.0% | -124.5% | -4.9% |
| All | -30.1% | +156.3% | -186.4% | -55.3% |
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