+1,408.5%
LITE vs ZETA
+280.5%
+1,128.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.5% | +6.2% | +9.7% |
| 7D | -12.9% | +6.2% | -19.1% | -13.7% |
| 30D | -46.0% | -2.0% | -43.9% | -45.5% |
| 3M | -33.0% | +21.7% | -54.7% | -35.8% |
| 6M | -34.0% | +89.1% | -123.2% | -43.6% |
| YTD | +61.7% | +59.3% | +2.4% | +41.2% |
| 1Y | +148.3% | +66.2% | +82.1% | +114.0% |
| 3Y | +1,408.5% | +297.3% | +1,111.2% | +901.5% |
| All | +1,408.5% | +280.5% | +1,128.0% | +901.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling