+20.7%
LUV vs Z
+25.1%
-4.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.1% | +4.4% | +2.7% |
| 7D | +0.4% | -3.0% | +3.4% | +1.0% |
| 30D | -18.4% | -4.2% | -14.2% | -17.9% |
| 3M | -3.2% | -3.7% | +0.5% | -3.0% |
| 6M | -14.8% | -24.5% | +9.7% | -10.5% |
| YTD | -2.9% | -49.3% | +46.4% | +9.6% |
| 1Y | +29.6% | -58.7% | +88.3% | +51.4% |
| 3Y | +35.2% | -34.1% | +69.3% | +40.6% |
| 5Y | -11.7% | -64.5% | +52.9% | -3.9% |
| 10Y | +21.6% | -0.5% | +22.1% | -2.5% |
| All | +20.7% | +25.1% | -4.4% | -10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling