-39.4%
ZS vs LTH
+150.3%
-189.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -0.9% | -1.4% |
| 7D | -8.1% | -3.7% | -4.3% | -6.9% |
| 30D | -8.4% | -5.3% | -3.1% | -6.9% |
| 3M | +31.1% | +24.2% | +6.9% | +21.1% |
| 6M | +4.4% | +54.8% | -50.4% | -12.4% |
| YTD | -27.3% | +56.1% | -83.4% | -39.4% |
| 1Y | -41.4% | +45.5% | -86.9% | -50.0% |
| 3Y | +1.7% | +155.9% | -154.2% | -33.4% |
| All | -39.4% | +150.3% | -189.8% | -64.5% |
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