+232.7%
LITE vs ZETA
+84.8%
+148.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.6% | -10.5% | -8.1% |
| 7D | -31.4% | -5.0% | -26.4% | -31.2% |
| 30D | -42.6% | -3.3% | -39.2% | -42.4% |
| 3M | -26.2% | +31.0% | -57.2% | -27.8% |
| 6M | -35.8% | +72.2% | -108.0% | -38.4% |
| YTD | +70.0% | +56.2% | +13.9% | +69.1% |
| 1Y | +232.7% | +90.3% | +142.4% | +174.0% |
| All | +232.7% | +84.8% | +148.0% | +174.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling