+23.6%
LUV vs ZYBT
-58.9%
+82.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.4% |
| 7D | -1.0% | -3.7% | +2.8% | -1.0% |
| 30D | -12.4% | 0.0% | -12.4% | -12.4% |
| 3M | -11.0% | +72.2% | -83.2% | -11.6% |
| 6M | -5.0% | +103.1% | -108.1% | -6.1% |
| YTD | -3.8% | +34.8% | -38.6% | -4.4% |
| 1Y | +25.9% | -83.2% | +109.1% | +29.5% |
| All | +23.6% | -58.9% | +82.5% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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