+361.3%
LRCX vs ZETA
+274.1%
+87.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.7% |
| 7D | +1.8% | -6.5% | +8.3% | +2.7% |
| 30D | -4.3% | +4.8% | -9.1% | -5.1% |
| 3M | -7.3% | +53.3% | -60.7% | -13.8% |
| 6M | +38.6% | +66.8% | -28.3% | +25.7% |
| YTD | +74.4% | +50.2% | +24.3% | +60.1% |
| 1Y | +179.1% | +62.0% | +117.1% | +151.4% |
| All | +361.3% | +274.1% | +87.2% | +220.7% |
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