+382.3%
APP vs LUV
-33.6%
+415.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +0.3% | -0.1% | +0.4% | +0.4% |
| 30D | -1.3% | -14.6% | +13.3% | +6.1% |
| 3M | -36.2% | -5.7% | -30.5% | -34.5% |
| 6M | -34.1% | -8.4% | -25.7% | -32.1% |
| YTD | -53.3% | -5.1% | -48.2% | -53.6% |
| 1Y | -44.5% | +26.6% | -71.1% | -52.9% |
| 3Y | +646.7% | +39.7% | +607.0% | +462.8% |
| 5Y | +306.4% | -12.0% | +318.4% | +284.6% |
| All | +382.3% | -33.6% | +415.9% | +394.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling