-28.5%
AAL vs LUV
+220.3%
-248.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | -0.3% |
| 7D | -0.9% | -1.0% | 0.0% | +0.1% |
| 30D | -12.9% | -12.4% | -0.5% | +0.7% |
| 3M | -11.2% | -11.0% | -0.2% | +1.1% |
| 6M | +17.8% | -5.0% | +22.8% | +23.5% |
| YTD | -15.1% | -3.8% | -11.4% | -16.1% |
| 1Y | +0.5% | +25.9% | -25.5% | -27.9% |
| 3Y | -7.7% | +42.2% | -49.9% | -48.4% |
| 5Y | -31.3% | -10.8% | -20.6% | -33.3% |
| 10Y | -64.9% | +19.0% | -83.9% | -76.6% |
| All | -28.5% | +220.3% | -248.8% | -83.7% |
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