-27.8%
ZS vs LTH
+186.2%
-214.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.4% |
| 7D | -13.4% | +6.4% | -19.8% | -15.3% |
| 30D | -16.6% | +16.7% | -33.3% | -21.0% |
| 3M | +10.3% | +11.7% | -1.4% | +5.8% |
| 6M | +28.1% | +48.5% | -20.4% | +10.5% |
| YTD | -13.3% | +78.4% | -91.7% | -31.2% |
| 1Y | -40.7% | +89.7% | -130.4% | -54.1% |
| 3Y | +11.4% | +245.6% | -234.3% | -34.5% |
| 5Y | -42.2% | +142.7% | -184.9% | -68.1% |
| All | -27.8% | +186.2% | -214.0% | -59.7% |
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