+17.5%
LUV vs ZBRA
+435.2%
-417.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.8% |
| 7D | -1.0% | -3.4% | +2.5% | +0.2% |
| 30D | -12.4% | -7.4% | -5.0% | -10.0% |
| 3M | -11.0% | +57.5% | -68.5% | -25.2% |
| 6M | -5.0% | +64.0% | -69.0% | -21.7% |
| YTD | -3.8% | +44.3% | -48.1% | -17.7% |
| 1Y | +25.9% | +10.9% | +15.0% | +17.7% |
| 3Y | +42.2% | +37.5% | +4.7% | +19.3% |
| 5Y | -10.8% | -39.7% | +28.9% | -5.1% |
| All | +17.5% | +435.2% | -417.8% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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