-55.9%
ZTS vs LTH
+183.0%
-238.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.8% |
| 7D | -1.0% | +7.0% | -8.0% | -2.3% |
| 30D | +10.8% | +15.4% | -4.7% | +7.8% |
| 3M | +14.1% | +7.0% | +7.0% | +12.3% |
| 6M | +0.8% | +46.9% | -46.1% | -7.1% |
| YTD | -33.1% | +76.4% | -109.5% | -40.7% |
| 1Y | -30.0% | +83.7% | -113.7% | -38.4% |
| 3Y | -49.5% | +248.9% | -298.4% | -62.1% |
| 5Y | -60.2% | +141.8% | -202.1% | -71.4% |
| All | -55.9% | +183.0% | -238.9% | -68.4% |
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