+56.0%
LMT vs ZETA
+247.9%
-192.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.6% | -1.4% |
| 7D | -6.3% | +2.7% | -8.9% | -6.3% |
| 30D | -8.5% | +15.8% | -24.3% | -8.6% |
| 3M | +1.8% | +35.4% | -33.6% | +1.5% |
| 6M | -19.9% | +67.1% | -87.0% | -20.5% |
| YTD | +10.6% | +54.1% | -43.5% | +9.8% |
| 1Y | +17.9% | +67.8% | -49.9% | +16.9% |
| 3Y | +27.0% | +311.4% | -284.5% | +24.7% |
| 5Y | +68.7% | +324.8% | -256.1% | +63.5% |
| All | +56.0% | +247.9% | -192.0% | +53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling