+490.8%
LITE vs ZETA
+232.9%
+257.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.3% | +0.4% | +4.6% |
| 7D | -35.9% | -0.4% | -35.5% | -35.7% |
| 30D | -51.5% | -8.0% | -43.5% | -50.5% |
| 3M | -35.7% | +21.4% | -57.1% | -38.3% |
| 6M | -43.0% | +80.1% | -123.1% | -50.5% |
| YTD | +46.1% | +52.5% | -6.4% | +28.9% |
| 1Y | +124.7% | +58.5% | +66.2% | +96.4% |
| 3Y | +1,172.1% | +281.7% | +890.4% | +769.0% |
| All | +490.8% | +232.9% | +257.9% | +284.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling