+47.7%
ADP vs LUV
+0.4%
+47.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.9% |
| 7D | +0.3% | +1.8% | -1.5% | 0.0% |
| 30D | +11.6% | +11.3% | +0.3% | +9.8% |
| 3M | +15.1% | +1.0% | +14.0% | +14.6% |
| 6M | +46.0% | +15.6% | +30.4% | +41.8% |
| YTD | +22.4% | +10.9% | +11.5% | +18.5% |
| 1Y | +24.5% | +38.1% | -13.6% | +15.4% |
| 3Y | +44.8% | +108.2% | -63.4% | +15.9% |
| All | +47.7% | +0.4% | +47.3% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling