+67.8%
ZETA vs LULU
-49.9%
+117.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -17.4% | +13.3% | +3.4% |
| 7D | +2.7% | -16.7% | +19.4% | +10.2% |
| 30D | +15.8% | -18.5% | +34.4% | +25.3% |
| 3M | +35.4% | -19.5% | +54.9% | +46.7% |
| 6M | +67.1% | -41.9% | +109.0% | +109.2% |
| YTD | +54.1% | -51.6% | +105.6% | +107.0% |
| 1Y | +67.8% | -51.2% | +119.0% | +107.2% |
| All | +67.8% | -49.9% | +117.7% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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