+243.8%
ZETA vs LNT
+36.4%
+207.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.5% |
| 7D | -6.5% | -1.1% | -5.4% | -6.4% |
| 30D | +4.8% | -1.9% | +6.8% | +5.0% |
| 3M | +53.3% | -7.2% | +60.5% | +54.0% |
| 6M | +66.8% | -3.9% | +70.7% | +66.7% |
| YTD | +50.2% | +5.9% | +44.3% | +47.5% |
| 1Y | +62.0% | +8.4% | +53.7% | +58.6% |
| 3Y | +276.4% | +46.6% | +229.8% | +251.8% |
| 5Y | +341.6% | +32.4% | +309.2% | +315.2% |
| All | +243.8% | +36.4% | +207.4% | +226.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 10y: compounded portfolio wealth divided by compounded LNT 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…
10y analysis · Full analysis span regression · 6 months rolling