+239.5%
ZETA vs LUMN
-49.7%
+289.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.2% | -1.5% |
| 7D | -3.7% | +2.5% | -6.2% | -4.0% |
| 30D | +5.7% | +10.3% | -4.6% | +4.3% |
| 3M | +50.4% | -18.3% | +68.7% | +53.4% |
| 6M | +65.5% | +4.4% | +61.1% | +62.8% |
| YTD | +48.3% | -10.7% | +59.0% | +47.5% |
| 1Y | +45.4% | +14.0% | +31.4% | +38.9% |
| 3Y | +270.8% | +406.6% | -135.8% | +189.3% |
| 5Y | +336.1% | -36.8% | +372.9% | +334.3% |
| All | +239.5% | -49.7% | +289.2% | +239.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling