+427.8%
LRCX vs ZETA
+241.7%
+186.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +5.9% | +4.5% |
| 7D | +10.4% | -2.4% | +12.9% | +10.8% |
| 30D | +2.9% | +15.6% | -12.7% | +0.1% |
| 3M | -1.2% | +41.5% | -42.7% | -8.3% |
| 6M | +60.9% | +63.4% | -2.6% | +43.5% |
| YTD | +87.5% | +51.3% | +36.2% | +68.5% |
| 1Y | +206.6% | +65.8% | +140.8% | +169.1% |
| 3Y | +392.1% | +279.2% | +112.9% | +226.6% |
| 5Y | +478.4% | +341.8% | +136.7% | +257.7% |
| All | +427.8% | +241.7% | +186.1% | +239.6% |
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