+292.4%
ZETA vs LTH
+160.9%
+131.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.2% |
| 7D | +2.7% | -0.6% | +3.3% | +2.7% |
| 30D | +15.8% | -4.6% | +20.4% | +18.2% |
| 3M | +35.4% | +32.8% | +2.6% | +17.0% |
| 6M | +67.1% | +64.6% | +2.5% | +25.9% |
| YTD | +54.1% | +62.6% | -8.6% | +16.7% |
| 1Y | +67.8% | +49.9% | +17.9% | +32.3% |
| 3Y | +311.4% | +151.3% | +160.1% | +150.2% |
| All | +292.4% | +160.9% | +131.5% | +137.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling