+59.4%
ZETA vs LUMN
-58.0%
+117.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.9% | +8.5% | +3.6% |
| 7D | -5.0% | -6.9% | +1.9% | -3.9% |
| 30D | -3.3% | -20.5% | +17.1% | +0.2% |
| 3M | +31.0% | -33.4% | +64.4% | +39.2% |
| 6M | +72.2% | -52.1% | +124.2% | +93.2% |
| YTD | +56.2% | -42.5% | +98.6% | +63.5% |
| All | +59.4% | -58.0% | +117.4% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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