+312.3%
ZETA vs LSCC
+124.3%
+188.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.5% | +3.8% | +0.4% |
| 7D | +18.1% | +7.0% | +11.1% | +15.0% |
| 30D | +13.6% | -2.3% | +15.9% | +13.5% |
| 3M | +23.7% | -12.5% | +36.3% | +27.2% |
| 6M | +128.5% | -10.6% | +139.1% | +124.0% |
| YTD | +80.1% | +52.7% | +27.4% | +35.2% |
| 1Y | +98.0% | +74.0% | +24.0% | +40.1% |
| 3Y | +348.6% | +104.8% | +243.8% | +164.6% |
| 5Y | +286.6% | +36.2% | +250.4% | +130.8% |
| All | +312.3% | +124.3% | +188.0% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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