+117.0%
AA vs LUV
+20.2%
+96.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.9% |
| 7D | -3.4% | -1.0% | -2.5% | -3.0% |
| 30D | -5.8% | -12.4% | +6.6% | +1.1% |
| 3M | -29.9% | -11.0% | -18.9% | -26.1% |
| 6M | -27.0% | -5.0% | -22.0% | -27.6% |
| YTD | -8.7% | -3.8% | -4.9% | -12.8% |
| 1Y | +50.6% | +25.9% | +24.7% | +20.6% |
| 3Y | +74.1% | +42.2% | +31.8% | +21.2% |
| 5Y | +2.6% | -10.8% | +13.4% | -6.8% |
| All | +117.0% | +20.2% | +96.7% | +85.6% |
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