+285.4%
ZETA vs LTH
+156.3%
+129.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -0.9% |
| 7D | -2.4% | +1.5% | -4.0% | -3.3% |
| 30D | +15.6% | -3.1% | +18.6% | +16.9% |
| 3M | +41.5% | +28.1% | +13.4% | +24.5% |
| 6M | +63.4% | +67.4% | -4.0% | +22.0% |
| YTD | +51.3% | +59.8% | -8.5% | +15.6% |
| 1Y | +65.8% | +45.6% | +20.2% | +32.7% |
| 3Y | +279.2% | +162.0% | +117.2% | +126.2% |
| All | +285.4% | +156.3% | +129.1% | +135.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling