+220.3%
ZETA vs LDOS
+52.0%
+168.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.1% | -7.4% | -7.3% |
| 7D | -10.0% | -3.7% | -6.3% | -8.6% |
| 30D | -10.6% | +16.4% | -26.9% | -17.7% |
| 3M | +8.9% | +7.4% | +1.5% | +4.0% |
| 6M | +65.1% | -0.3% | +65.4% | +63.2% |
| YTD | +44.8% | -24.0% | +68.8% | +65.1% |
| 1Y | +47.8% | -29.6% | +77.4% | +74.9% |
| 3Y | +248.8% | +35.1% | +213.6% | +208.5% |
| 5Y | +220.3% | +52.9% | +167.4% | +161.3% |
| All | +220.3% | +52.0% | +168.4% | +161.3% |
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