+270.8%
ZETA vs LHX
+54.0%
+216.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.8% |
| 7D | -3.7% | -4.3% | +0.5% | -2.1% |
| 30D | +5.7% | -15.1% | +20.9% | +12.6% |
| 3M | +50.4% | -21.0% | +71.4% | +64.2% |
| 6M | +65.5% | -32.0% | +97.5% | +92.0% |
| YTD | +48.3% | -15.3% | +63.6% | +54.6% |
| 1Y | +45.4% | -11.1% | +56.4% | +47.5% |
| 3Y | +270.8% | +54.0% | +216.7% | +195.4% |
| All | +270.8% | +54.0% | +216.8% | +195.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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