+202.4%
ZETA vs LII
+19.9%
+182.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.0% | +7.2% | +6.2% |
| 7D | -0.4% | -0.6% | +0.2% | -0.2% |
| 30D | -8.0% | -4.6% | -3.4% | -6.6% |
| 3M | +21.4% | -21.2% | +42.6% | +34.9% |
| 6M | +80.1% | -36.4% | +116.5% | +116.3% |
| YTD | +52.5% | -28.9% | +81.4% | +68.0% |
| 1Y | +58.5% | -29.5% | +88.0% | +75.7% |
| 3Y | +281.7% | -8.6% | +290.2% | +254.3% |
| All | +202.4% | +19.9% | +182.5% | +91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling