+128.6%
ZETA vs LNG
+26.9%
+101.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +3.8% | +3.9% | +8.0% |
| 7D | +18.8% | +4.5% | +14.2% | +19.0% |
| 30D | +12.6% | +8.0% | +4.6% | +14.9% |
| 3M | +29.5% | +15.0% | +14.5% | +35.3% |
| 6M | +128.6% | +27.1% | +101.5% | +133.7% |
| All | +128.6% | +26.9% | +101.6% | +133.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling