+275.4%
ZETA vs LUNR
+234.6%
+40.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.7% |
| 7D | -6.5% | -0.5% | -5.9% | -6.5% |
| 30D | +4.8% | -11.3% | +16.1% | +6.0% |
| 3M | +53.3% | -44.9% | +98.2% | +62.0% |
| 6M | +66.8% | -17.3% | +84.1% | +64.5% |
| YTD | +50.2% | -9.9% | +60.1% | +44.7% |
| 1Y | +62.0% | +76.1% | -14.1% | +43.6% |
| All | +275.4% | +234.6% | +40.9% | +171.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling