+324.5%
ZETA vs LNG
+262.6%
+61.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +3.8% | +3.9% | +6.5% |
| 7D | +18.8% | +4.5% | +14.2% | +17.4% |
| 30D | +12.6% | +8.0% | +4.6% | +9.7% |
| 3M | +29.5% | +15.0% | +14.5% | +23.3% |
| 6M | +128.6% | +27.1% | +101.5% | +108.9% |
| YTD | +85.5% | +58.1% | +27.3% | +52.4% |
| 1Y | +90.6% | +45.0% | +45.6% | +62.1% |
| 3Y | +358.0% | +82.6% | +275.4% | +249.3% |
| 5Y | +282.0% | +206.8% | +75.1% | +112.9% |
| All | +324.5% | +262.6% | +61.9% | +113.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling