+140.8%
LLY vs ZETA
+348.6%
-207.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +2.9% | +1.3% |
| 7D | +6.7% | +18.1% | -11.4% | +5.8% |
| 30D | +19.6% | +13.6% | +6.0% | +18.7% |
| 3M | +19.7% | +23.7% | -4.0% | +18.1% |
| 6M | +42.7% | +128.5% | -85.8% | +35.5% |
| YTD | +35.1% | +80.1% | -45.0% | +29.6% |
| 1Y | +42.2% | +98.0% | -55.8% | +35.4% |
| 3Y | +140.8% | +348.6% | -207.8% | +119.3% |
| All | +140.8% | +348.6% | -207.8% | +119.3% |
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