+281.7%
ZETA vs LSCC
+81.4%
+200.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +7.1% | -1.8% | +3.4% |
| 7D | -0.4% | +13.0% | -13.4% | -3.6% |
| 30D | -8.0% | -19.8% | +11.8% | -3.1% |
| 3M | +21.4% | -18.4% | +39.8% | +26.3% |
| 6M | +80.1% | -16.1% | +96.2% | +80.5% |
| YTD | +52.5% | +42.7% | +9.8% | +24.2% |
| 1Y | +58.5% | +68.0% | -9.5% | +21.8% |
| 3Y | +281.7% | +85.8% | +195.8% | +165.0% |
| All | +281.7% | +81.4% | +200.3% | +165.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling