+242.5%
ZETA vs LUNR
+62.5%
+180.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.9% | -7.7% | -2.0% |
| 7D | -2.4% | +6.5% | -9.0% | -2.7% |
| 30D | +15.6% | -4.4% | +20.0% | +15.7% |
| 3M | +41.5% | -47.3% | +88.8% | +44.0% |
| 6M | +63.4% | -11.1% | +74.5% | +62.8% |
| YTD | +51.3% | -3.4% | +54.7% | +49.9% |
| 1Y | +65.8% | +85.8% | -20.0% | +61.1% |
| 3Y | +279.2% | +264.7% | +14.5% | +265.0% |
| All | +242.5% | +62.5% | +180.0% | +233.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling