+129.4%
LITE vs ZETA
+61.6%
+67.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.5% | +6.2% | +10.6% |
| 7D | -12.9% | +6.2% | -19.1% | -12.9% |
| 30D | -46.0% | -2.0% | -43.9% | -46.1% |
| 3M | -33.0% | +21.7% | -54.7% | -32.3% |
| 6M | -34.0% | +89.1% | -123.2% | -30.9% |
| YTD | +61.7% | +59.3% | +2.4% | +76.6% |
| All | +129.4% | +61.6% | +67.8% | +153.3% |
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