-61.2%
ZTS vs LTH
+142.9%
-204.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -3.0% |
| 7D | -0.4% | +4.5% | -4.9% | -1.2% |
| 30D | +11.7% | +16.3% | -4.6% | +8.5% |
| 3M | +3.5% | +8.4% | -4.9% | +1.6% |
| 6M | -27.6% | +40.3% | -67.9% | -32.5% |
| YTD | -35.5% | +77.3% | -112.7% | -42.9% |
| 1Y | -32.1% | +88.0% | -120.0% | -40.6% |
| 3Y | -49.1% | +274.3% | -323.3% | -62.5% |
| All | -61.2% | +142.9% | -204.1% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling