-64.5%
ZM vs LTH
+142.3%
-206.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | -0.3% | +7.0% | -7.3% | -2.2% |
| 30D | -6.2% | +15.4% | -21.6% | -10.1% |
| 3M | -12.2% | +7.0% | -19.3% | -14.3% |
| 6M | -16.0% | +46.9% | -62.9% | -25.7% |
| YTD | +6.3% | +76.4% | -70.1% | -12.5% |
| 1Y | +12.3% | +83.7% | -71.5% | -8.8% |
| 3Y | +51.2% | +248.9% | -197.7% | -6.8% |
| 5Y | -64.5% | +141.8% | -206.3% | -80.3% |
| All | -64.5% | +142.3% | -206.8% | -80.3% |
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