+92.8%
LIN vs ZETA
+227.1%
-134.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.3% | +6.6% | -0.2% |
| 7D | +3.6% | -10.0% | +13.6% | +4.2% |
| 30D | +6.4% | -10.6% | +16.9% | +7.1% |
| 3M | +6.5% | +8.9% | -2.4% | +5.7% |
| 6M | +4.9% | +65.1% | -60.2% | +0.7% |
| YTD | +23.4% | +44.8% | -21.4% | +19.0% |
| 1Y | +26.3% | +47.8% | -21.5% | +21.4% |
| 3Y | +38.0% | +248.8% | -210.8% | +16.6% |
| 5Y | +68.0% | +220.3% | -152.3% | +38.7% |
| All | +92.8% | +227.1% | -134.3% | +58.4% |
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 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