+62.7%
ZETA vs LTH
+43.6%
+19.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.9% |
| 7D | -0.1% | -4.0% | +3.9% | +0.8% |
| 30D | +10.5% | -1.7% | +12.1% | +10.7% |
| 3M | +44.3% | +28.0% | +16.3% | +38.0% |
| 6M | +59.4% | +54.1% | +5.4% | +41.3% |
| YTD | +49.5% | +57.1% | -7.6% | +32.3% |
| 1Y | +62.7% | +45.8% | +16.9% | +67.7% |
| All | +62.7% | +43.6% | +19.1% | +67.7% |
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