+329.3%
ZETA vs LSCC
+97.7%
+231.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.3% | +10.5% | +8.8% |
| 7D | +13.2% | +5.0% | +8.2% | +11.8% |
| 30D | +6.0% | -11.7% | +17.7% | +8.8% |
| 3M | +27.3% | -13.3% | +40.6% | +30.3% |
| 6M | +104.6% | -12.5% | +117.1% | +103.1% |
| YTD | +72.3% | +51.2% | +21.1% | +38.1% |
| 1Y | +76.3% | +65.9% | +10.4% | +36.6% |
| All | +329.3% | +97.7% | +231.6% | +187.2% |
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