-16.9%
LUV vs ZM
+47.0%
-63.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -1.0% | -5.7% | +4.7% | -0.6% |
| 30D | -12.4% | -9.1% | -3.3% | -11.9% |
| 3M | -11.0% | +3.5% | -14.5% | -11.2% |
| 6M | -5.0% | +25.7% | -30.6% | -6.4% |
| YTD | -3.8% | +10.8% | -14.5% | -4.8% |
| 1Y | +25.9% | +12.8% | +13.1% | +24.4% |
| 3Y | +42.2% | +33.1% | +9.1% | +38.9% |
| 5Y | -10.8% | -68.3% | +57.5% | -19.3% |
| All | -16.9% | +47.0% | -63.9% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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