+305.8%
ZETA vs LTH
+183.0%
+122.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +5.0% | +4.7% |
| 7D | +6.2% | +7.0% | -0.8% | +2.7% |
| 30D | -2.0% | +15.4% | -17.5% | -9.1% |
| 3M | +21.7% | +7.0% | +14.7% | +16.6% |
| 6M | +89.1% | +46.9% | +42.3% | +53.6% |
| YTD | +59.3% | +76.4% | -17.1% | +15.3% |
| 1Y | +66.2% | +83.7% | -17.6% | +17.7% |
| 3Y | +297.3% | +248.9% | +48.4% | +107.9% |
| 5Y | +227.5% | +141.8% | +85.6% | +84.2% |
| All | +305.8% | +183.0% | +122.8% | +134.8% |
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