-28.1%
ZBRA vs LTH
+160.9%
-189.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.4% |
| 7D | +1.8% | -0.6% | +2.4% | +2.0% |
| 30D | -1.7% | -4.6% | +2.9% | -0.2% |
| 3M | +47.8% | +32.8% | +15.0% | +33.9% |
| 6M | +56.7% | +64.6% | -7.9% | +30.5% |
| YTD | +49.4% | +62.6% | -13.3% | +24.6% |
| 1Y | +16.5% | +49.9% | -33.4% | -0.1% |
| 3Y | +31.5% | +151.3% | -119.9% | -7.8% |
| All | -28.1% | +160.9% | -189.0% | -54.3% |
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 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