+252.6%
ZETA vs LNG
+246.9%
+5.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.2% |
| 7D | +2.7% | +3.4% | -0.8% | +1.5% |
| 30D | +15.8% | +14.9% | +0.9% | +10.5% |
| 3M | +35.4% | +21.4% | +14.0% | +26.1% |
| 6M | +67.1% | +17.8% | +49.3% | +54.9% |
| YTD | +54.1% | +51.3% | +2.8% | +28.8% |
| 1Y | +67.8% | +24.4% | +43.4% | +51.9% |
| 3Y | +311.4% | +79.7% | +231.7% | +214.6% |
| 5Y | +324.8% | +241.3% | +83.5% | +118.0% |
| All | +252.6% | +246.9% | +5.7% | +80.3% |
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