+61.9%
LIN vs ZETA
+329.5%
-267.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.7% |
| 7D | -2.1% | +2.7% | -4.8% | -2.3% |
| 30D | -2.4% | +15.8% | -18.2% | -3.5% |
| 3M | -5.6% | +35.4% | -41.0% | -7.8% |
| 6M | -3.4% | +67.1% | -70.5% | -7.6% |
| YTD | +13.1% | +54.1% | -40.9% | +8.5% |
| 1Y | +2.5% | +67.8% | -65.4% | -2.9% |
| 3Y | +27.6% | +311.4% | -283.8% | +4.5% |
| All | +61.9% | +329.5% | -267.6% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling