+55.7%
ZTS vs LUV
+20.2%
+35.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | -0.1% |
| 7D | -3.7% | -1.0% | -2.8% | -3.5% |
| 30D | -0.8% | -12.4% | +11.6% | +2.0% |
| 3M | -9.7% | -11.0% | +1.3% | -7.9% |
| 6M | -38.4% | -5.0% | -33.4% | -38.3% |
| YTD | -41.1% | -3.8% | -37.3% | -41.6% |
| 1Y | -50.6% | +25.9% | -76.5% | -54.0% |
| 3Y | -59.1% | +42.2% | -101.4% | -64.1% |
| 5Y | -62.7% | -10.8% | -51.9% | -64.4% |
| All | +55.7% | +20.2% | +35.5% | +31.5% |
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