+534.7%
LLY vs ZETA
+259.8%
+274.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.5% | -0.2% | +4.1% |
| 7D | +0.1% | +6.2% | -6.2% | -0.2% |
| 30D | +19.7% | -2.0% | +21.8% | +19.8% |
| 3M | +19.3% | +21.7% | -2.4% | +18.2% |
| 6M | +49.3% | +89.1% | -39.8% | +45.1% |
| YTD | +32.0% | +59.3% | -27.3% | +28.8% |
| 1Y | +53.7% | +66.2% | -12.5% | +49.5% |
| 3Y | +143.7% | +297.3% | -153.6% | +128.8% |
| 5Y | +463.9% | +227.5% | +236.4% | +427.5% |
| All | +534.7% | +259.8% | +274.9% | +502.2% |
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 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