+128.6%
ZETA vs LH
+47.0%
+81.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.4% | +7.2% | +7.5% |
| 7D | +18.8% | +1.2% | +17.5% | +18.4% |
| 30D | +12.6% | +18.0% | -5.4% | +9.3% |
| 3M | +29.5% | +15.7% | +13.8% | +26.4% |
| 6M | +128.6% | +46.6% | +81.9% | +126.3% |
| All | +128.6% | +47.0% | +81.6% | +126.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling