+243.8%
ZETA vs LYV
+92.4%
+151.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -6.5% | -4.2% | -2.3% | -4.0% |
| 30D | +4.8% | -7.2% | +12.1% | +9.3% |
| 3M | +53.3% | +1.5% | +51.8% | +51.0% |
| 6M | +66.8% | +2.7% | +64.1% | +61.7% |
| YTD | +50.2% | +19.4% | +30.8% | +31.5% |
| 1Y | +62.0% | -0.5% | +62.5% | +57.5% |
| 3Y | +276.4% | +110.1% | +166.2% | +124.7% |
| 5Y | +341.6% | +97.6% | +244.0% | +189.6% |
| All | +243.8% | +92.4% | +151.4% | +125.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling