+275.4%
ZETA vs LNG
+74.3%
+201.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -6.5% | -4.5% | -2.0% | -5.9% |
| 30D | +4.8% | +4.7% | +0.2% | +4.0% |
| 3M | +53.3% | +15.1% | +38.2% | +48.8% |
| 6M | +66.8% | +13.6% | +53.3% | +59.7% |
| YTD | +50.2% | +44.0% | +6.2% | +33.3% |
| 1Y | +62.0% | +18.4% | +43.7% | +54.1% |
| All | +275.4% | +74.3% | +201.2% | +228.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling