+243.8%
ZETA vs LYFT
-73.2%
+317.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -6.5% | -13.1% | +6.6% | -1.9% |
| 30D | +4.8% | -14.4% | +19.2% | +10.4% |
| 3M | +53.3% | +12.2% | +41.2% | +46.5% |
| 6M | +66.8% | +13.4% | +53.5% | +59.2% |
| YTD | +50.2% | -22.5% | +72.6% | +62.6% |
| 1Y | +62.0% | -20.8% | +82.8% | +72.5% |
| 3Y | +276.4% | +38.8% | +237.5% | +195.5% |
| 5Y | +341.6% | -70.0% | +411.6% | +467.0% |
| All | +243.8% | -73.2% | +317.0% | +358.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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