+877.5%
APP vs LUV
+118.3%
+759.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | +48.9% | +0.1% | +48.8% | +48.3% |
| 30D | +49.4% | +14.0% | +35.4% | +41.8% |
| 3M | +27.0% | +2.6% | +24.4% | +25.1% |
| 6M | -15.4% | +17.3% | -32.7% | -20.5% |
| YTD | -39.9% | +14.0% | -53.9% | -44.1% |
| 1Y | -32.0% | +47.9% | -79.8% | -43.0% |
| All | +877.5% | +118.3% | +759.2% | +566.9% |
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