+76.6%
LIN vs ZETA
+247.9%
-171.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.4% |
| 3M | -5.6% | +35.4% | -41.0% | -7.7% |
| 6M | -3.4% | +67.1% | -70.5% | -7.3% |
| YTD | +13.1% | +54.1% | -40.9% | +8.8% |
| 1Y | +2.5% | +67.8% | -65.4% | -2.6% |
| 3Y | +27.6% | +311.4% | -283.8% | +6.3% |
| 5Y | +63.0% | +324.8% | -261.8% | +33.3% |
| All | +76.6% | +247.9% | -171.3% | +44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling