+668.5%
LITE vs ZETA
+313.7%
+354.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.4% |
| 7D | +22.6% | +26.5% | -3.9% | +17.5% |
| 30D | -36.8% | +10.3% | -47.0% | -37.7% |
| 3M | -33.0% | +30.5% | -63.6% | -36.2% |
| 6M | -37.1% | +129.4% | -166.4% | -46.8% |
| YTD | +69.5% | +83.1% | -13.7% | +46.7% |
| 1Y | +146.1% | +82.1% | +64.0% | +113.3% |
| 3Y | +1,440.8% | +352.3% | +1,088.5% | +988.9% |
| 5Y | +580.4% | +293.1% | +287.3% | +364.0% |
| All | +668.5% | +313.7% | +354.9% | +418.5% |
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