+17.5%
LUV vs Z
-2.5%
+19.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.6% | +0.6% |
| 7D | -1.0% | -6.0% | +5.1% | +0.2% |
| 30D | -12.4% | -2.3% | -10.1% | -12.2% |
| 3M | -11.0% | -0.6% | -10.4% | -11.3% |
| 6M | -5.0% | -27.6% | +22.6% | +0.7% |
| YTD | -3.8% | -52.4% | +48.6% | +10.0% |
| 1Y | +25.9% | -63.6% | +89.5% | +51.0% |
| 3Y | +42.2% | -36.4% | +78.6% | +49.0% |
| 5Y | -10.8% | -64.6% | +53.8% | -2.8% |
| All | +17.5% | -2.5% | +19.9% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling