+356.2%
ZETA vs LII
-9.2%
+365.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -0.9% |
| 7D | +26.5% | -0.2% | +26.7% | +26.5% |
| 30D | +10.3% | -0.6% | +10.9% | +9.9% |
| 3M | +30.5% | -17.0% | +47.5% | +40.0% |
| 6M | +129.4% | -31.1% | +160.5% | +157.8% |
| YTD | +83.1% | -27.7% | +110.8% | +95.4% |
| 1Y | +82.1% | -26.2% | +108.2% | +92.3% |
| All | +356.2% | -9.2% | +365.4% | +341.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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