+282.0%
ZETA vs LEN
-7.9%
+289.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.4% | +8.0% | +7.8% |
| 7D | +18.8% | -6.4% | +25.1% | +21.7% |
| 30D | +12.6% | +15.6% | -3.0% | +4.5% |
| 3M | +29.5% | -0.8% | +30.2% | +27.7% |
| 6M | +128.6% | +0.4% | +128.2% | +122.4% |
| YTD | +85.5% | -14.1% | +99.6% | +90.9% |
| 1Y | +90.6% | -29.6% | +120.2% | +116.7% |
| 3Y | +358.0% | -23.1% | +381.1% | +367.5% |
| 5Y | +282.0% | -8.9% | +290.9% | +203.8% |
| All | +282.0% | -7.9% | +289.9% | +203.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling