+290.4%
ZETA vs LCID
-92.2%
+382.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -4.3% |
| 7D | +2.7% | -6.6% | +9.2% | +3.6% |
| 30D | +15.8% | -30.1% | +46.0% | +21.8% |
| 3M | +35.4% | -17.6% | +53.0% | +35.5% |
| 6M | +67.1% | -54.4% | +121.5% | +83.0% |
| YTD | +54.1% | -55.7% | +109.8% | +69.1% |
| 1Y | +67.8% | -71.0% | +138.9% | +95.3% |
| All | +290.4% | -92.2% | +382.6% | +398.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling