-62.5%
ZM vs LTH
+152.0%
-214.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.2% |
| 7D | +0.3% | -4.0% | +4.3% | +1.5% |
| 30D | -10.3% | -1.7% | -8.6% | -10.0% |
| 3M | -0.7% | +28.0% | -28.7% | -7.7% |
| 6M | +24.8% | +54.1% | -29.2% | +8.3% |
| YTD | +11.5% | +57.1% | -45.6% | -4.3% |
| 1Y | +12.3% | +45.8% | -33.4% | -1.6% |
| 3Y | +33.5% | +157.6% | -124.1% | -7.9% |
| All | -62.5% | +152.0% | -214.4% | -76.8% |
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