-35.1%
ZBRA vs LTH
+186.8%
-221.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -1.5% | +0.3% | -1.8% | -1.6% |
| 30D | -15.6% | +17.7% | -33.3% | -20.5% |
| 3M | -14.5% | +8.5% | -23.0% | -17.3% |
| 6M | +50.9% | +46.9% | +4.0% | +31.4% |
| YTD | +34.8% | +78.8% | -43.9% | +8.5% |
| 1Y | +28.3% | +84.9% | -56.6% | +2.0% |
| 3Y | +58.8% | +246.4% | -187.5% | +0.4% |
| 5Y | -44.0% | +129.6% | -173.6% | -65.6% |
| All | -35.1% | +186.8% | -221.9% | -60.2% |
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