-55.1%
ZTS vs LTH
+180.7%
-235.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.1% | +0.6% |
| 7D | +5.6% | -1.3% | +6.8% | +5.8% |
| 30D | +12.1% | +15.7% | -3.6% | +9.0% |
| 3M | +11.3% | +5.0% | +6.3% | +10.0% |
| 6M | +14.3% | +37.7% | -23.4% | +6.8% |
| YTD | -31.9% | +75.0% | -106.9% | -39.5% |
| 1Y | -29.3% | +82.6% | -111.9% | -37.7% |
| 3Y | -48.0% | +241.3% | -289.4% | -60.8% |
| 5Y | -58.9% | +135.4% | -194.3% | -70.4% |
| All | -55.1% | +180.7% | -235.9% | -67.7% |
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