+165.6%
ZTS vs LUV
+299.5%
-134.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | -3.8% | +0.7% | -4.4% | -3.9% |
| 30D | -2.0% | -13.4% | +11.4% | +1.1% |
| 3M | -10.2% | -9.6% | -0.6% | -8.7% |
| 6M | -39.4% | -8.9% | -30.5% | -38.7% |
| YTD | -40.8% | -5.2% | -35.7% | -41.1% |
| 1Y | -50.1% | +27.0% | -77.2% | -53.7% |
| 3Y | -58.9% | +39.6% | -98.5% | -63.8% |
| 5Y | -62.4% | -14.4% | -47.9% | -63.7% |
| 10Y | +58.8% | +17.3% | +41.6% | +32.4% |
| All | +165.6% | +299.5% | -134.0% | +51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling