+61.0%
AA vs LUV
+24.6%
+36.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.3% | -4.4% | -2.4% |
| 7D | -0.7% | +0.4% | -1.1% | -0.8% |
| 30D | +5.0% | -18.4% | +23.4% | +8.1% |
| 3M | -35.8% | -3.2% | -32.6% | -35.5% |
| 6M | -18.4% | -14.8% | -3.6% | -16.2% |
| YTD | -5.5% | -2.9% | -2.6% | -6.6% |
| 1Y | +61.0% | +29.6% | +31.4% | +41.4% |
| All | +61.0% | +24.6% | +36.4% | +41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling