+270.8%
ZETA vs LUMN
+385.3%
-114.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.2% | -1.5% |
| 7D | -3.7% | +2.5% | -6.2% | -4.1% |
| 30D | +5.7% | +10.3% | -4.6% | +4.2% |
| 3M | +50.4% | -18.3% | +68.7% | +53.7% |
| 6M | +65.5% | +4.4% | +61.1% | +62.4% |
| YTD | +48.3% | -10.7% | +59.0% | +47.3% |
| 1Y | +45.4% | +14.0% | +31.4% | +38.2% |
| 3Y | +270.8% | +406.6% | -135.8% | +180.5% |
| All | +270.8% | +385.3% | -114.6% | +180.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling