+57.4%
LMT vs ZETA
+239.2%
-181.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | -0.5% | -6.5% | +6.0% | -0.5% |
| 30D | -10.8% | +4.8% | -15.6% | -10.8% |
| 3M | +1.6% | +53.3% | -51.7% | +1.1% |
| 6M | -17.6% | +66.8% | -84.4% | -18.2% |
| YTD | +11.6% | +50.2% | -38.6% | +10.8% |
| 1Y | +17.2% | +62.0% | -44.8% | +16.3% |
| 3Y | +35.7% | +276.4% | -240.6% | +33.4% |
| 5Y | +75.2% | +341.6% | -266.4% | +69.8% |
| All | +57.4% | +239.2% | -181.8% | +55.3% |
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 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