+264.7%
ZETA vs LSCC
+127.3%
+137.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +8.4% | -4.0% | +1.4% |
| 7D | +6.2% | +19.3% | -13.1% | -0.6% |
| 30D | -2.0% | -9.6% | +7.6% | +0.8% |
| 3M | +21.7% | -12.4% | +34.1% | +25.1% |
| 6M | +89.1% | -10.5% | +99.6% | +85.6% |
| YTD | +59.3% | +54.8% | +4.5% | +19.1% |
| 1Y | +66.2% | +79.4% | -13.2% | +16.2% |
| 3Y | +297.3% | +109.6% | +187.7% | +132.0% |
| 5Y | +227.5% | +40.4% | +187.1% | +93.5% |
| All | +264.7% | +127.3% | +137.4% | +87.8% |
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