-40.0%
ZS vs LTH
+156.3%
-196.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.8% | -2.9% | -4.0% |
| 7D | -9.2% | +1.5% | -10.7% | -9.7% |
| 30D | -4.0% | -3.1% | -0.9% | -3.2% |
| 3M | +25.3% | +28.1% | -2.8% | +14.6% |
| 6M | -1.3% | +67.4% | -68.7% | -19.6% |
| YTD | -28.0% | +59.8% | -87.8% | -40.4% |
| 1Y | -42.5% | +45.6% | -88.1% | -51.0% |
| 3Y | +0.7% | +162.0% | -161.3% | -34.5% |
| All | -40.0% | +156.3% | -196.3% | -65.1% |
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