+527.1%
LITE vs ZETA
+227.1%
+300.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -7.3% | -11.4% | -17.4% |
| 7D | -44.6% | -10.0% | -34.6% | -43.3% |
| 30D | -55.0% | -10.6% | -44.5% | -54.0% |
| 3M | -38.3% | +8.9% | -47.2% | -39.4% |
| 6M | -48.8% | +65.1% | -113.8% | -54.1% |
| YTD | +38.3% | +44.8% | -6.5% | +24.8% |
| 1Y | +119.0% | +47.8% | +71.2% | +96.8% |
| 3Y | +1,092.0% | +248.8% | +843.2% | +781.7% |
| 5Y | +446.1% | +220.3% | +225.7% | +288.3% |
| All | +527.1% | +227.1% | +300.0% | +341.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling