+67.8%
ZETA vs LVS
-18.2%
+86.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | +2.7% | -1.5% | +4.1% | +3.1% |
| 30D | +15.8% | -3.2% | +19.0% | +16.8% |
| 3M | +35.4% | -12.0% | +47.4% | +41.6% |
| 6M | +67.1% | -19.9% | +87.0% | +80.5% |
| YTD | +54.1% | -30.6% | +84.7% | +73.2% |
| 1Y | +67.8% | -17.7% | +85.6% | +81.4% |
| All | +67.8% | -18.2% | +86.0% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 1y: compounded portfolio wealth divided by compounded LVS 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…
1y analysis · Full analysis span regression · 6 months rolling