+270.8%
ZETA vs LULU
-75.0%
+345.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -2.0% |
| 7D | -3.7% | -1.6% | -2.1% | -3.3% |
| 30D | +5.7% | -18.1% | +23.8% | +12.1% |
| 3M | +50.4% | -18.8% | +69.2% | +59.6% |
| 6M | +65.5% | -39.2% | +104.7% | +91.9% |
| YTD | +48.3% | -52.4% | +100.7% | +85.2% |
| 1Y | +45.4% | -40.3% | +85.7% | +70.1% |
| 3Y | +270.8% | -75.1% | +345.9% | +403.8% |
| All | +270.8% | -75.0% | +345.8% | +403.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling