+277.1%
LRCX vs ZETA
+281.0%
-3.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -3.0% |
| 7D | +12.7% | +18.1% | -5.4% | +9.1% |
| 30D | -21.3% | +13.6% | -34.8% | -23.0% |
| 3M | -32.9% | +23.7% | -56.6% | -35.7% |
| 6M | -23.4% | +128.5% | -151.9% | -36.4% |
| YTD | +32.4% | +80.1% | -47.7% | +13.8% |
| 1Y | +48.0% | +98.0% | -50.0% | +24.4% |
| 3Y | +243.9% | +348.6% | -104.6% | +105.9% |
| All | +277.1% | +281.0% | -3.9% | +103.3% |
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