+10,816.5%
ADP vs LUV
+4,484.9%
+6,331.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.3% | -4.4% | -2.6% |
| 7D | -3.4% | +0.4% | -3.8% | -3.6% |
| 30D | +2.8% | -18.4% | +21.2% | +7.1% |
| 3M | +20.9% | -3.2% | +24.2% | +21.0% |
| 6M | +29.9% | -14.8% | +44.7% | +32.5% |
| YTD | +9.6% | -2.9% | +12.5% | +7.9% |
| 1Y | -5.3% | +29.6% | -34.8% | -12.9% |
| 3Y | +16.5% | +35.2% | -18.7% | +2.5% |
| 5Y | +49.4% | -11.7% | +61.1% | +42.1% |
| 10Y | +282.2% | +21.6% | +260.6% | +225.3% |
| All | +10,816.5% | +4,484.9% | +6,331.6% | +3,608.9% |
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 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