+264.7%
ZETA vs LCID
-98.6%
+363.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +9.4% | -4.9% | +2.6% |
| 7D | +6.2% | +20.0% | -13.8% | +2.4% |
| 30D | -2.0% | -5.0% | +3.0% | -1.5% |
| 3M | +21.7% | -48.9% | +70.6% | +37.0% |
| 6M | +89.1% | -43.2% | +132.4% | +101.7% |
| YTD | +59.3% | -65.9% | +125.3% | +86.6% |
| 1Y | +66.2% | -79.2% | +145.3% | +113.8% |
| 3Y | +297.3% | -90.4% | +387.7% | +434.3% |
| 5Y | +227.5% | -99.2% | +326.7% | +565.8% |
| All | +264.7% | -98.6% | +363.3% | +675.4% |
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