+349.3%
ZETA vs LVS
+5.2%
+344.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.5% |
| 7D | -0.1% | -2.7% | +2.7% | +1.2% |
| 30D | +10.5% | -4.7% | +15.1% | +12.6% |
| 3M | +44.3% | -15.6% | +59.9% | +55.0% |
| 6M | +59.4% | -18.6% | +78.1% | +74.1% |
| YTD | +49.5% | -32.3% | +81.7% | +76.1% |
| 1Y | +62.7% | -18.0% | +80.7% | +74.3% |
| 3Y | +274.6% | -5.8% | +280.5% | +262.0% |
| 5Y | +349.3% | +5.7% | +343.6% | +275.2% |
| All | +349.3% | +5.2% | +344.1% | +275.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling