+227.5%
ZETA vs LDOS
+51.2%
+176.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.3% | +2.2% | +3.4% |
| 7D | +6.2% | -5.8% | +12.1% | +9.1% |
| 30D | -2.0% | +11.6% | -13.6% | -7.7% |
| 3M | +21.7% | -1.0% | +22.7% | +21.6% |
| 6M | +89.1% | +5.1% | +84.1% | +81.8% |
| YTD | +59.3% | -24.0% | +83.4% | +81.4% |
| 1Y | +66.2% | -30.3% | +96.5% | +97.2% |
| 3Y | +297.3% | +37.0% | +260.4% | +251.3% |
| 5Y | +227.5% | +53.4% | +174.1% | +162.5% |
| All | +227.5% | +51.2% | +176.3% | +162.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 5y: compounded portfolio wealth divided by compounded LDOS 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…
5y analysis · Full analysis span regression · 6 months rolling