+252.6%
ZETA vs LVS
-14.0%
+266.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.9% |
| 7D | +2.7% | -1.5% | +4.1% | +3.3% |
| 30D | +15.8% | -3.2% | +19.0% | +17.2% |
| 3M | +35.4% | -12.0% | +47.4% | +42.6% |
| 6M | +67.1% | -19.9% | +87.0% | +83.6% |
| YTD | +54.1% | -30.6% | +84.7% | +79.4% |
| 1Y | +67.8% | -17.7% | +85.6% | +79.5% |
| 3Y | +311.4% | -14.2% | +325.6% | +315.6% |
| 5Y | +324.8% | +9.6% | +315.2% | +241.7% |
| All | +252.6% | -14.0% | +266.7% | +183.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling