+50.6%
ADP vs LUV
+15.9%
+34.7%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.6% |
| 7D | +2.2% | +1.1% | +1.1% | +2.2% |
| 30D | +10.6% | +14.2% | -3.7% | +11.3% |
| 3M | +12.9% | +0.6% | +12.3% | +11.9% |
| 6M | +50.6% | +15.1% | +35.6% | +52.0% |
| All | +50.6% | +15.9% | +34.7% | +52.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling