+344.5%
ZETA vs LNG
+228.1%
+116.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -3.7% | -4.7% | +0.9% | -2.4% |
| 30D | +5.7% | +3.8% | +1.9% | +4.3% |
| 3M | +50.4% | +16.2% | +34.3% | +42.3% |
| 6M | +65.5% | +11.7% | +53.8% | +56.4% |
| YTD | +48.3% | +44.2% | +4.1% | +26.7% |
| 1Y | +45.4% | +18.6% | +26.8% | +34.1% |
| 3Y | +270.8% | +77.4% | +193.4% | +187.3% |
| All | +344.5% | +228.1% | +116.3% | +184.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling