+227.5%
ZETA vs LTH
+142.3%
+85.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +5.0% | +4.7% |
| 7D | +6.2% | +7.0% | -0.8% | +2.6% |
| 30D | -2.0% | +15.4% | -17.5% | -9.2% |
| 3M | +21.7% | +7.0% | +14.7% | +16.5% |
| 6M | +89.1% | +46.9% | +42.3% | +52.9% |
| YTD | +59.3% | +76.4% | -17.1% | +14.4% |
| 1Y | +66.2% | +83.7% | -17.6% | +16.7% |
| 3Y | +297.3% | +248.9% | +48.4% | +104.0% |
| 5Y | +227.5% | +141.8% | +85.6% | +79.9% |
| All | +227.5% | +142.3% | +85.1% | +79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling