+90.3%
ZETA vs LYV
+25.0%
+65.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +2.4% |
| 7D | -5.0% | +6.2% | -11.2% | -5.5% |
| 30D | -3.3% | +7.3% | -10.7% | -3.9% |
| 3M | +31.0% | -0.3% | +31.3% | +30.8% |
| 6M | +72.2% | +16.2% | +55.9% | +71.3% |
| YTD | +56.2% | +28.5% | +27.6% | +56.9% |
| 1Y | +90.3% | +21.5% | +68.8% | +86.1% |
| All | +90.3% | +25.0% | +65.3% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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