-58.7%
ZTS vs LOW
+6.6%
-65.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +5.6% | +1.4% | +4.2% | +4.9% |
| 30D | +12.1% | +21.7% | -9.6% | +2.2% |
| 3M | +11.3% | +5.0% | +6.3% | +8.6% |
| 6M | +14.3% | +4.6% | +9.7% | +11.3% |
| YTD | -31.9% | -3.5% | -28.4% | -31.4% |
| 1Y | -29.3% | +0.5% | -29.8% | -30.2% |
| 3Y | -48.0% | +24.8% | -72.9% | -54.9% |
| All | -58.7% | +6.6% | -65.3% | -62.4% |
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