-18.1%
LUV vs ZM
+46.9%
-64.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.1% |
| 7D | -0.1% | -2.7% | +2.6% | 0.0% |
| 30D | -14.6% | -10.0% | -4.6% | -14.2% |
| 3M | -5.7% | +1.6% | -7.3% | -5.9% |
| 6M | -8.4% | +25.0% | -33.4% | -9.8% |
| YTD | -5.1% | +10.6% | -15.8% | -6.1% |
| 1Y | +26.6% | +14.0% | +12.6% | +25.0% |
| 3Y | +39.7% | +32.5% | +7.2% | +36.4% |
| 5Y | -12.0% | -68.3% | +56.3% | -20.5% |
| All | -18.1% | +46.9% | -64.9% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling