+137.8%
LUV vs ZBH
+265.6%
-127.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +1.0% |
| 7D | -0.1% | -6.6% | +6.4% | +2.8% |
| 30D | -14.6% | -4.9% | -9.7% | -12.8% |
| 3M | -5.7% | +5.1% | -10.8% | -8.2% |
| 6M | -8.4% | +1.3% | -9.8% | -10.0% |
| YTD | -5.1% | +3.4% | -8.5% | -7.7% |
| 1Y | +26.6% | -8.7% | +35.3% | +28.3% |
| 3Y | +39.7% | -21.2% | +60.9% | +48.2% |
| 5Y | -12.0% | -29.2% | +17.2% | -3.3% |
| 10Y | +17.3% | -17.5% | +34.8% | +16.6% |
| All | +137.8% | +265.6% | -127.8% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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