+94.7%
LIN vs ZETA
+318.9%
-224.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.6% | -6.7% | +0.4% |
| 7D | +0.3% | +18.8% | -18.4% | -0.8% |
| 30D | +8.0% | +12.6% | -4.6% | +7.1% |
| 3M | +7.7% | +29.5% | -21.8% | +5.7% |
| 6M | +5.1% | +128.6% | -123.5% | -1.3% |
| YTD | +24.7% | +85.5% | -60.7% | +18.3% |
| 1Y | +25.1% | +90.6% | -65.5% | +18.2% |
| 3Y | +36.8% | +358.0% | -321.2% | +13.5% |
| 5Y | +67.9% | +282.0% | -214.1% | +36.6% |
| All | +94.7% | +318.9% | -224.2% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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