+25.9%
LMT vs ZETA
+84.8%
-58.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.6% | -9.5% | -6.8% |
| 7D | -5.5% | -5.0% | -0.5% | -5.6% |
| 30D | +17.5% | -3.3% | +20.8% | +17.3% |
| 3M | +1.6% | +31.0% | -29.4% | +2.2% |
| 6M | +16.3% | +72.2% | -55.8% | +16.9% |
| YTD | +25.3% | +56.2% | -30.9% | +25.7% |
| 1Y | +25.9% | +90.3% | -64.4% | +28.6% |
| All | +25.9% | +84.8% | -58.9% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling