+235.7%
ZETA vs LUNR
+48.7%
+187.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.2% |
| 7D | -3.7% | -3.1% | -0.6% | -3.6% |
| 30D | +5.7% | -15.3% | +21.0% | +6.2% |
| 3M | +50.4% | -53.2% | +103.6% | +53.7% |
| 6M | +65.5% | -22.2% | +87.7% | +65.5% |
| YTD | +48.3% | -11.6% | +59.9% | +47.3% |
| 1Y | +45.4% | +68.4% | -23.1% | +41.7% |
| 3Y | +270.8% | +216.8% | +54.0% | +257.9% |
| All | +235.7% | +48.7% | +187.0% | +227.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 10y: compounded portfolio wealth divided by compounded LUNR 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…
10y analysis · Full analysis span regression · 6 months rolling