-3.0%
LQD vs ZETA
+241.7%
-244.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | +0.2% | -2.4% | +2.7% | +0.3% |
| 30D | -0.6% | +15.6% | -16.2% | -0.9% |
| 3M | -1.2% | +41.5% | -42.7% | -2.0% |
| 6M | -1.9% | +63.4% | -65.4% | -3.1% |
| YTD | -1.3% | +51.3% | -52.6% | -2.4% |
| 1Y | -1.0% | +65.8% | -66.8% | -2.5% |
| 3Y | +15.2% | +279.2% | -263.9% | +10.1% |
| 5Y | -4.4% | +341.8% | -346.2% | -8.7% |
| All | -3.0% | +241.7% | -244.7% | -7.9% |
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 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