-12.3%
LUV vs Z
-64.7%
+52.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.6% | +0.5% |
| 7D | -1.0% | -6.0% | +5.1% | +0.5% |
| 30D | -12.4% | -2.3% | -10.1% | -12.1% |
| 3M | -11.0% | -0.6% | -10.4% | -11.4% |
| 6M | -5.0% | -27.6% | +22.6% | +1.7% |
| YTD | -3.8% | -52.4% | +48.6% | +12.4% |
| 1Y | +25.9% | -63.6% | +89.5% | +55.6% |
| 3Y | +42.2% | -36.4% | +78.6% | +49.8% |
| All | -12.3% | -64.7% | +52.4% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling