+45.4%
ZETA vs LULU
-39.6%
+85.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -2.3% |
| 7D | -3.7% | -1.6% | -2.1% | -3.1% |
| 30D | +5.7% | -18.1% | +23.8% | +15.5% |
| 3M | +50.4% | -18.8% | +69.2% | +64.3% |
| 6M | +65.5% | -39.2% | +104.7% | +112.9% |
| YTD | +48.3% | -52.4% | +100.7% | +123.4% |
| 1Y | +45.4% | -40.3% | +85.7% | +78.3% |
| All | +45.4% | -39.6% | +85.0% | +78.3% |
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