+242.2%
ZETA vs LULU
-69.7%
+311.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | +0.3% |
| 7D | -0.1% | -16.9% | +16.9% | +7.7% |
| 30D | +10.5% | -22.0% | +32.4% | +22.0% |
| 3M | +44.3% | -17.8% | +62.1% | +55.4% |
| 6M | +59.4% | -41.3% | +100.7% | +98.1% |
| YTD | +49.5% | -52.0% | +101.5% | +103.3% |
| 1Y | +62.7% | -39.8% | +102.5% | +99.7% |
| 3Y | +274.6% | -74.8% | +349.5% | +517.2% |
| 5Y | +349.3% | -76.3% | +425.6% | +525.7% |
| All | +242.2% | -69.7% | +311.9% | +423.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling