+252.6%
ZETA vs LNT
+37.8%
+214.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.0% | -4.1% |
| 7D | +2.7% | -0.1% | +2.7% | +2.7% |
| 30D | +15.8% | -3.2% | +19.0% | +16.1% |
| 3M | +35.4% | -4.1% | +39.5% | +35.6% |
| 6M | +67.1% | -4.6% | +71.7% | +67.2% |
| YTD | +54.1% | +7.0% | +47.1% | +51.2% |
| 1Y | +67.8% | +8.3% | +59.5% | +64.4% |
| 3Y | +311.4% | +51.0% | +260.4% | +284.2% |
| 5Y | +324.8% | +30.2% | +294.6% | +295.0% |
| All | +252.6% | +37.8% | +214.8% | +234.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling