+98.0%
ZETA vs LSCC
+72.6%
+25.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.5% | +3.8% | -0.9% |
| 7D | +18.1% | +7.0% | +11.1% | +17.1% |
| 30D | +13.6% | -2.3% | +15.9% | +13.3% |
| 3M | +23.7% | -12.5% | +36.3% | +24.6% |
| 6M | +128.5% | -10.6% | +139.1% | +124.4% |
| YTD | +80.1% | +52.7% | +27.4% | +41.4% |
| 1Y | +98.0% | +74.0% | +24.0% | +40.7% |
| All | +98.0% | +72.6% | +25.4% | +40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling