-61.0%
ZTS vs LTH
+152.0%
-213.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | 0.0% |
| 7D | -3.8% | -4.0% | +0.2% | -3.0% |
| 30D | -2.0% | -1.7% | -0.4% | -1.8% |
| 3M | -10.2% | +28.0% | -38.2% | -14.7% |
| 6M | -39.4% | +54.1% | -93.5% | -44.7% |
| YTD | -40.8% | +57.1% | -97.9% | -46.3% |
| 1Y | -50.1% | +45.8% | -95.9% | -54.1% |
| 3Y | -58.9% | +157.6% | -216.4% | -67.4% |
| All | -61.0% | +152.0% | -213.0% | -71.3% |
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