+45.1%
LMT vs ZETA
+348.6%
-303.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.3% | -1.3% |
| 7D | +5.1% | +18.1% | -13.0% | +4.9% |
| 30D | +14.1% | +13.6% | +0.6% | +13.9% |
| 3M | +0.3% | +23.7% | -23.4% | -0.1% |
| 6M | +16.1% | +128.5% | -112.4% | +14.2% |
| YTD | +25.5% | +80.1% | -54.6% | +23.9% |
| 1Y | +34.1% | +98.0% | -63.9% | +32.1% |
| 3Y | +45.1% | +348.6% | -303.5% | +39.2% |
| All | +45.1% | +348.6% | -303.5% | +39.2% |
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