+14.1%
ADP vs LUV
+38.7%
-24.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -5.7% | +0.7% | -6.3% | -5.7% |
| 30D | -3.1% | -13.4% | +10.4% | -2.1% |
| 3M | +15.6% | -9.6% | +25.2% | +16.0% |
| 6M | +20.8% | -8.9% | +29.7% | +21.1% |
| YTD | +4.7% | -5.2% | +9.9% | +4.2% |
| 1Y | -8.3% | +27.0% | -35.3% | -12.2% |
| All | +14.1% | +38.7% | -24.7% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling