+63.0%
ZETA vs LTH
+83.5%
-20.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +5.0% | +4.6% |
| 7D | +6.2% | +7.0% | -0.8% | +4.9% |
| 30D | -2.0% | +15.4% | -17.5% | -4.7% |
| 3M | +21.7% | +7.0% | +14.7% | +20.0% |
| 6M | +89.1% | +46.9% | +42.3% | +74.9% |
| YTD | +59.3% | +76.4% | -17.1% | +35.0% |
| All | +63.0% | +83.5% | -20.5% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling