-14.8%
LUV vs ZCMD
-100.0%
+85.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | 0.0% |
| 7D | +0.7% | -4.1% | +4.8% | +0.7% |
| 30D | -13.4% | -22.7% | +9.3% | -13.2% |
| 3M | -9.6% | -62.5% | +52.9% | -9.9% |
| 6M | -8.9% | -99.5% | +90.6% | -2.6% |
| YTD | -5.2% | -99.7% | +94.6% | +3.0% |
| 1Y | +27.0% | -99.9% | +126.9% | +40.5% |
| 3Y | +39.6% | -100.0% | +139.6% | +62.4% |
| 5Y | -14.4% | -100.0% | +85.6% | -0.3% |
| All | -14.8% | -100.0% | +85.2% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling