+67.8%
ZETA vs LNG
+23.0%
+44.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.0% |
| 7D | +2.7% | +3.4% | -0.8% | +3.6% |
| 30D | +15.8% | +14.9% | +0.9% | +20.5% |
| 3M | +35.4% | +21.4% | +14.0% | +41.5% |
| 6M | +67.1% | +17.8% | +49.3% | +71.2% |
| YTD | +54.1% | +51.3% | +2.8% | +67.4% |
| 1Y | +67.8% | +24.4% | +43.4% | +87.8% |
| All | +67.8% | +23.0% | +44.8% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 1y: compounded portfolio wealth divided by compounded LNG 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…
1y analysis · Full analysis span regression · 6 months rolling