+40.2%
LUV vs Z
-39.0%
+79.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.7% |
| 7D | -0.1% | -11.6% | +11.5% | +2.9% |
| 30D | -14.6% | -8.5% | -6.1% | -13.0% |
| 3M | -5.7% | -7.9% | +2.2% | -4.4% |
| 6M | -8.4% | -29.1% | +20.6% | -1.0% |
| YTD | -5.1% | -54.2% | +49.1% | +12.7% |
| 1Y | +26.6% | -63.5% | +90.1% | +57.8% |
| All | +40.2% | -39.0% | +79.2% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling