-62.4%
ZTS vs LOW
+7.0%
-69.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.2% |
| 7D | -3.8% | -0.6% | -3.1% | -3.5% |
| 30D | -2.0% | -9.3% | +7.2% | +2.5% |
| 3M | -10.2% | -8.1% | -2.1% | -6.9% |
| 6M | -39.4% | -19.8% | -19.7% | -33.1% |
| YTD | -40.8% | -16.4% | -24.5% | -36.2% |
| 1Y | -50.1% | -24.7% | -25.5% | -43.6% |
| 3Y | -58.9% | -8.8% | -50.1% | -58.4% |
| 5Y | -62.4% | +7.8% | -70.1% | -64.9% |
| All | -62.4% | +7.0% | -69.4% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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