-13.6%
LUV vs ZCMD
-100.0%
+86.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.0% | +8.5% | +1.5% |
| 7D | -1.0% | -5.4% | +4.4% | -0.9% |
| 30D | -12.4% | -24.8% | +12.4% | -12.1% |
| 3M | -11.0% | -62.8% | +51.8% | -11.4% |
| 6M | -5.0% | -99.5% | +94.6% | +1.8% |
| YTD | -3.8% | -99.8% | +96.0% | +4.6% |
| 1Y | +25.9% | -99.9% | +125.8% | +39.5% |
| 3Y | +42.2% | -100.0% | +142.2% | +65.6% |
| 5Y | -10.8% | -100.0% | +89.2% | +4.1% |
| All | -13.6% | -100.0% | +86.4% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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