+901.5%
LITE vs ZETA
+329.5%
+572.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.1% | +8.1% | +4.7% |
| 7D | -1.5% | +2.7% | -4.2% | -2.2% |
| 30D | +6.7% | +15.8% | -9.2% | +3.3% |
| 3M | -6.8% | +35.4% | -42.2% | -13.0% |
| 6M | +29.4% | +67.1% | -37.7% | +14.5% |
| YTD | +139.1% | +54.1% | +85.0% | +112.1% |
| 1Y | +521.0% | +67.8% | +453.2% | +440.3% |
| 3Y | +1,535.3% | +311.4% | +1,223.9% | +1,052.6% |
| All | +901.5% | +329.5% | +572.1% | +586.3% |
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 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