+312.3%
ZETA vs LVS
-21.1%
+333.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.4% | -2.8% |
| 7D | +18.1% | -0.8% | +18.9% | +18.4% |
| 30D | +13.6% | +10.0% | +3.6% | +8.6% |
| 3M | +23.7% | -11.0% | +34.8% | +29.4% |
| 6M | +128.5% | -20.1% | +148.6% | +150.0% |
| YTD | +80.1% | -36.3% | +116.4% | +116.8% |
| 1Y | +98.0% | -36.8% | +134.8% | +139.0% |
| 3Y | +348.6% | -9.5% | +358.1% | +339.8% |
| 5Y | +286.6% | +9.3% | +277.3% | +220.7% |
| All | +312.3% | -21.1% | +333.3% | +242.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling