+239.5%
ZETA vs LUV
-27.4%
+266.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.7% | -2.0% |
| 7D | -3.7% | -1.0% | -2.8% | -3.3% |
| 30D | +5.7% | -12.4% | +18.1% | +12.6% |
| 3M | +50.4% | -11.0% | +61.4% | +58.2% |
| 6M | +65.5% | -5.0% | +70.4% | +66.3% |
| YTD | +48.3% | -3.8% | +52.1% | +44.5% |
| 1Y | +45.4% | +25.9% | +19.5% | +21.4% |
| 3Y | +270.8% | +42.2% | +228.5% | +171.0% |
| 5Y | +336.1% | -10.8% | +346.9% | +328.8% |
| All | +239.5% | -27.4% | +266.9% | +257.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 LUV 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