+104.7%
LLY vs ZETA
+280.9%
-176.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.6% |
| 7D | -2.1% | +2.7% | -4.8% | -2.3% |
| 30D | -1.6% | +15.8% | -17.4% | -2.5% |
| 3M | +2.3% | +35.4% | -33.1% | +0.2% |
| 6M | +14.9% | +67.1% | -52.2% | +10.7% |
| YTD | +7.5% | +54.1% | -46.6% | +3.9% |
| 1Y | +55.7% | +67.8% | -12.1% | +48.8% |
| All | +104.7% | +280.9% | -176.2% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling