+443.8%
LLY vs ZETA
+232.9%
+210.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.3% | -6.1% | -1.0% |
| 7D | -4.5% | -0.4% | -4.0% | -4.5% |
| 30D | +13.9% | -8.0% | +21.9% | +14.2% |
| 3M | +13.8% | +21.4% | -7.6% | +12.7% |
| 6M | +37.6% | +80.1% | -42.5% | +33.7% |
| YTD | +26.6% | +52.5% | -25.9% | +23.5% |
| 1Y | +45.3% | +58.5% | -13.1% | +41.4% |
| 3Y | +132.2% | +281.7% | -149.4% | +117.2% |
| All | +443.8% | +232.9% | +210.9% | +406.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling