+246.3%
ZETA vs LCID
-98.3%
+344.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.6% |
| 7D | -2.4% | +1.8% | -4.2% | -2.9% |
| 30D | +15.6% | -34.2% | +49.8% | +24.8% |
| 3M | +41.5% | -9.1% | +50.6% | +38.8% |
| 6M | +63.4% | -52.6% | +116.0% | +81.4% |
| YTD | +51.3% | -56.2% | +107.5% | +70.0% |
| 1Y | +65.8% | -74.9% | +140.7% | +107.2% |
| 3Y | +279.2% | -92.1% | +371.3% | +439.8% |
| 5Y | +341.8% | -97.6% | +439.3% | +803.3% |
| All | +246.3% | -98.3% | +344.6% | +606.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 10y: compounded portfolio wealth divided by compounded LCID 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…
10y analysis · Full analysis span regression · 6 months rolling