+294.5%
ZETA vs LSCC
+122.1%
+172.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.3% | +10.5% | +9.0% |
| 7D | +13.2% | +5.0% | +8.2% | +11.1% |
| 30D | +6.0% | -11.7% | +17.7% | +9.9% |
| 3M | +27.3% | -13.3% | +40.6% | +31.3% |
| 6M | +104.6% | -12.5% | +117.1% | +102.3% |
| YTD | +72.3% | +51.2% | +21.1% | +29.9% |
| 1Y | +76.3% | +65.9% | +10.4% | +27.4% |
| 3Y | +325.6% | +95.3% | +230.3% | +157.0% |
| 5Y | +254.2% | +38.6% | +215.6% | +110.1% |
| All | +294.5% | +122.1% | +172.4% | +104.7% |
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