+312.3%
ZETA vs LCID
-98.9%
+411.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.2% | +7.6% | +0.1% |
| 7D | +18.1% | -10.2% | +28.3% | +20.4% |
| 30D | +13.6% | -10.2% | +23.8% | +15.4% |
| 3M | +23.7% | -54.1% | +77.8% | +42.1% |
| 6M | +128.5% | -53.8% | +182.2% | +153.3% |
| YTD | +80.1% | -72.0% | +152.1% | +118.8% |
| 1Y | +98.0% | -80.5% | +178.5% | +157.5% |
| 3Y | +348.6% | -92.6% | +441.1% | +534.4% |
| 5Y | +286.6% | -99.3% | +385.9% | +715.3% |
| All | +312.3% | -98.9% | +411.1% | +809.3% |
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