+71.8%
LMT vs ZETA
+341.5%
-269.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.2% |
| 7D | -1.3% | -0.1% | -1.3% | -1.3% |
| 30D | -12.5% | +10.5% | -23.0% | -12.6% |
| 3M | -0.5% | +44.3% | -44.8% | -0.9% |
| 6M | -20.0% | +59.4% | -79.5% | -20.6% |
| YTD | +10.4% | +49.5% | -39.1% | +9.7% |
| 1Y | +17.7% | +62.7% | -45.0% | +16.8% |
| 3Y | +34.3% | +274.6% | -240.4% | +32.1% |
| 5Y | +71.8% | +349.3% | -277.5% | +66.9% |
| All | +71.8% | +341.5% | -269.7% | +66.9% |
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