+252.6%
ZETA vs LDOS
+34.9%
+217.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.3% |
| 7D | +2.7% | -5.4% | +8.1% | +5.4% |
| 30D | +15.8% | +4.9% | +10.9% | +13.0% |
| 3M | +35.4% | +7.2% | +28.2% | +30.3% |
| 6M | +67.1% | -24.2% | +91.4% | +89.8% |
| YTD | +54.1% | -25.8% | +79.9% | +76.6% |
| 1Y | +67.8% | -24.7% | +92.5% | +90.5% |
| 3Y | +311.4% | +39.3% | +272.1% | +276.2% |
| 5Y | +324.8% | +43.3% | +281.5% | +269.1% |
| All | +252.6% | +34.9% | +217.8% | +213.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling