+405.2%
LLY vs ZETA
+241.7%
+163.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -2.1% |
| 7D | -3.1% | -2.4% | -0.7% | -3.0% |
| 30D | -5.1% | +15.6% | -20.7% | -5.7% |
| 3M | -2.1% | +41.5% | -43.6% | -3.5% |
| 6M | +13.8% | +63.4% | -49.6% | +11.2% |
| YTD | +5.1% | +51.3% | -46.2% | +2.8% |
| 1Y | +53.1% | +65.8% | -12.7% | +48.8% |
| 3Y | +95.6% | +279.2% | -183.6% | +84.1% |
| 5Y | +361.5% | +341.8% | +19.8% | +326.5% |
| All | +405.2% | +241.7% | +163.5% | +380.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling