+541.6%
LLY vs ZETA
+313.7%
+227.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | +4.6% | +26.5% | -21.9% | +3.6% |
| 30D | +22.4% | +10.3% | +12.1% | +21.8% |
| 3M | +17.1% | +30.5% | -13.4% | +15.8% |
| 6M | +44.6% | +129.4% | -84.7% | +39.4% |
| YTD | +33.5% | +83.1% | -49.7% | +29.5% |
| 1Y | +41.1% | +82.1% | -41.0% | +36.8% |
| 3Y | +143.8% | +352.3% | -208.5% | +127.6% |
| 5Y | +473.4% | +293.1% | +180.2% | +433.0% |
| All | +541.6% | +313.7% | +227.9% | +505.4% |
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