+45.4%
ZETA vs LH
+14.9%
+30.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.6% |
| 7D | -3.7% | -4.7% | +1.0% | -2.6% |
| 30D | +5.7% | -3.5% | +9.2% | +6.6% |
| 3M | +50.4% | +17.7% | +32.8% | +44.5% |
| 6M | +65.5% | +15.8% | +49.7% | +59.3% |
| YTD | +48.3% | +25.1% | +23.2% | +40.4% |
| 1Y | +45.4% | +12.5% | +32.9% | +38.2% |
| All | +45.4% | +14.9% | +30.5% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling