+279.2%
ZETA vs LEN
-25.9%
+305.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.1% | -0.3% |
| 7D | -2.4% | -2.9% | +0.4% | -1.3% |
| 30D | +15.6% | -8.9% | +24.4% | +19.7% |
| 3M | +41.5% | -10.9% | +52.4% | +47.0% |
| 6M | +63.4% | -19.7% | +83.1% | +76.4% |
| YTD | +51.3% | -20.6% | +71.9% | +61.8% |
| 1Y | +65.8% | -42.4% | +108.2% | +104.5% |
| 3Y | +279.2% | -26.5% | +305.7% | +278.6% |
| All | +279.2% | -25.9% | +305.1% | +278.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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