+294.5%
ZETA vs LII
+9.5%
+285.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.4% | +8.6% | +8.4% |
| 7D | +13.2% | +0.4% | +12.8% | +13.1% |
| 30D | +6.0% | -2.4% | +8.4% | +6.5% |
| 3M | +27.3% | -17.5% | +44.8% | +38.2% |
| 6M | +104.6% | -32.8% | +137.4% | +137.7% |
| YTD | +72.3% | -27.7% | +100.0% | +88.1% |
| 1Y | +76.3% | -28.1% | +104.4% | +93.3% |
| 3Y | +325.6% | -9.7% | +335.3% | +305.2% |
| 5Y | +254.2% | +19.5% | +234.7% | +140.3% |
| All | +294.5% | +9.5% | +285.0% | +166.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling