+40.6%
ZM vs LTH
+163.8%
-123.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +2.9% | +3.2% |
| 7D | +2.9% | -0.6% | +3.6% | +3.0% |
| 30D | +0.7% | -4.6% | +5.3% | +1.3% |
| 3M | -3.7% | +32.8% | -36.5% | -8.2% |
| 6M | +29.9% | +64.6% | -34.7% | +17.3% |
| YTD | +17.4% | +62.6% | -45.2% | +6.1% |
| 1Y | +22.4% | +49.9% | -27.6% | +12.4% |
| All | +40.6% | +163.8% | -123.1% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling